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    Statements

    author
    Mario Abundo
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    publication date
    14 April 2016
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    Mathematics Subject Classification ID
    60J60
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    60H05
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    60J65
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    60H10
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    zbMATH DE Number
    6569071
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    zbMATH Keywords
    diffusion
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    Gauss-Markov process
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    stochastic integral
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    Brownian motion
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    first-passage time
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    stochastic differential equation
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    arXiv ID
    1307.5970
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