Analytic crossing probabilities for certain barriers by Brownian motion (Q939076)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytic crossing probabilities for certain barriers by Brownian motion |
scientific article |
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Analytic crossing probabilities for certain barriers by Brownian motion (English)
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20 August 2008
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Brownian motion
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boundary-crossing probability
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moving barrier
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first hitting time density
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last exit time density
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Schwartz distribution
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reflection principle
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