Boundary crossing probabilities for high-dimensional Brownian motion (Q3188586)
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English | Boundary crossing probabilities for high-dimensional Brownian motion |
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Boundary crossing probabilities for high-dimensional Brownian motion (English)
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11 August 2016
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Brownian motion
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boundary crossing probability
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finite Markov chain imbedding
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Y-type time tunnel
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irregular boundary
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convergence rate
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