On first-passage-time and transition densities for strongly symmetric diffusion processes (Q4343829)

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scientific article; zbMATH DE number 1031713
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On first-passage-time and transition densities for strongly symmetric diffusion processes
scientific article; zbMATH DE number 1031713

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    On first-passage-time and transition densities for strongly symmetric diffusion processes (English)
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    26 August 1997
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    diffusion processes
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    time-varying boundaries
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    first passage time
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    absorbing boundaries
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    hyperbolic process
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    Ornstein-Uhlenbeck process
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