Crossing probabilities for diffusion processes with piecewise continuous boundaries (Q2642479)
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scientific article
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| English | Crossing probabilities for diffusion processes with piecewise continuous boundaries |
scientific article |
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Crossing probabilities for diffusion processes with piecewise continuous boundaries (English)
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17 August 2007
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Boundary crossing probabilities
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Brownian motion
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Diffusion process
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First hitting time
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First passage time
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Wiener process
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0.8502258658409119
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0.8369385600090027
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0.8325775265693665
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0.8215959668159485
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0.8212292790412903
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