Passage time moments for multidimensional diffusions (Q4503223)
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scientific article; zbMATH DE number 1502234
Language | Label | Description | Also known as |
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English | Passage time moments for multidimensional diffusions |
scientific article; zbMATH DE number 1502234 |
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Passage time moments for multidimensional diffusions (English)
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4 September 2000
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multidimensional diffusion
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moments of hitting times
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submartingales
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subharmonic functions
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