Transient behavior of regulated Brownian motion, I: Starting at the origin
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Publication:3764984
DOI10.2307/1427408zbMath0628.60083OpenAlexW4246759188MaRDI QIDQ3764984
Publication date: 1987
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1427408
inverse Gaussian distributioncomplete monotonicityLaplace-transform argumentsreflecting barrier functionrelaxation-timesimple approximations for the momentstransient behaviour of stochastic flow systems
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