On the construction of a special class of time-inhomogeneous diffusion processes (Q2328730)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of a special class of time-inhomogeneous diffusion processes |
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On the construction of a special class of time-inhomogeneous diffusion processes (English)
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10 October 2019
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Gauss-Markov processes
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Wiener process
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Ornstein-Uhlenbeck process
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first-passage time densities
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