On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (Q1945282)
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English | On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes |
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On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes (English)
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5 April 2013
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reflecting Brownian motion
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Bessel process
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hitting time
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linear boundary
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time reversal
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time inversion
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Brownian bridge
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Bessel bridge
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