Pages that link to "Item:Q4915649"
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The following pages link to Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649):
Displaying 2 items.
- First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes (Q898953) (← links)
- A structure-preserving method for the distribution of the first hitting time to a moving boundary for some Gaussian processes (Q1668539) (← links)