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scientific article; zbMATH DE number 2042813
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scientific article; zbMATH DE number 2042813

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    author
    S. G. Kou
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    publication date
    15 February 2004
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    zbMATH DE Number
    2042813
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    zbMATH Keywords
    Girsanov theorem
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    level crossing probabilities
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    Siegmund's corrected, diffusion approximation
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