A computational approach to first-passage-time problems for Gauss–Markov processes (Q2749133)

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A computational approach to first-passage-time problems for Gauss–Markov processes
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    A computational approach to first-passage-time problems for Gauss–Markov processes (English)
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    23 June 2002
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    Brownian bridge
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    varying boundaries
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    Daniels boundary
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    Volterra integral equations
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