First exit time probability for multidimensional diffusions: A PDE-based approach (Q952076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First exit time probability for multidimensional diffusions: A PDE-based approach |
scientific article |
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First exit time probability for multidimensional diffusions: A PDE-based approach (English)
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6 November 2008
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first exit time
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multidimensional diffusion
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finite element method
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