Analysis of reflected diffusions via an exponential time-based transformation (Q310026)
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scientific article; zbMATH DE number 6624726
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| English | Analysis of reflected diffusions via an exponential time-based transformation |
scientific article; zbMATH DE number 6624726 |
Statements
Analysis of reflected diffusions via an exponential time-based transformation (English)
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7 September 2016
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conditional density
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first passage time
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Wiener process
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Ornstein-Uhlenbeck process
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Bessel process
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Rayleigh process
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0.7753278017044067
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0.7741614580154419
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0.7734842300415039
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0.7730308771133423
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0.7541630268096924
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