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scientific article
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scientific article

    Statements

    publication date
    25 April 2001
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    zbMATH Keywords
    lognormal diffusion process
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    ~exogenous factors
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    first-passage times
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    62P20
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    62M05
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    zbMATH DE Number
    1591475
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