Solution to a Problem of Stochastic Process Switching (Q5753716)
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scientific article; zbMATH DE number 4189438
Language | Label | Description | Also known as |
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English | Solution to a Problem of Stochastic Process Switching |
scientific article; zbMATH DE number 4189438 |
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Solution to a Problem of Stochastic Process Switching (English)
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1991
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Wiener process
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absorbing barrier
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closed-form solution
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stochastic process switching
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