Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Crossing probabilities for diffusion processes with piecewise continuous boundaries |
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Crossing probabilities for diffusion processes with piecewise continuous boundaries (English)
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17 August 2007
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Boundary crossing probabilities
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Brownian motion
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Diffusion process
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First hitting time
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First passage time
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Wiener process
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