The first-passage density of the Brownian motion process to a curved boundary
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Publication:4018323
DOI10.2307/3214567zbMath0806.60063OpenAlexW4238517626MaRDI QIDQ4018323
Publication date: 16 January 1993
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214567
numerical exampleBrownian bridgefirst-passage densitycontinuous Gauss-Markov processboundary-crossing
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