Integrated diffusion processes inside rectangles (Q1432035)

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Integrated diffusion processes inside rectangles
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    title
    Integrated diffusion processes inside rectangles (English)
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    author
    Mario Lefebvre
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    publication date
    11 June 2004
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    zbMATH DE Number
    2073864
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    zbMATH Keywords
    hitting place
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    Brownian motion
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    Kolmogorov equation
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    Sturm-Liouville equation
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