Last-passage time for linear diffusions and application to the emptying time of a box (Q2659307)
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English | Last-passage time for linear diffusions and application to the emptying time of a box |
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Last-passage time for linear diffusions and application to the emptying time of a box (English)
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26 March 2021
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stochastic processes
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last-passage times
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first-passage times
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extreme value statistics
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