Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift (Q2890740)
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English | Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift |
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Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift (English)
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12 June 2012
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Brownian motion
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first passage time
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Fokker-Planck equation
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