First-Passage Densities of a Two-Dimensional Process (Q4730578)
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scientific article; zbMATH DE number 4115689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First-Passage Densities of a Two-Dimensional Process |
scientific article; zbMATH DE number 4115689 |
Statements
First-Passage Densities of a Two-Dimensional Process (English)
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1989
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first-passage density
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Brownian motion
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moment generating function
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optimal control
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