Partial barrier-absorption probabilities for the Wiener process (Q4747345)
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scientific article; zbMATH DE number 3804612
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| English | Partial barrier-absorption probabilities for the Wiener process |
scientific article; zbMATH DE number 3804612 |
Statements
Partial barrier-absorption probabilities for the Wiener process (English)
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1983
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first-passage time problem
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numerical evaluation procedures
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barrier- absorption probabilities
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