A first-passage problem for exponential integrated diffusion processes (Q6922972)
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scientific article; zbMATH DE number 8100064
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| English | A first-passage problem for exponential integrated diffusion processes |
scientific article; zbMATH DE number 8100064 |
Statements
A first-passage problem for exponential integrated diffusion processes (English)
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30 September 2025
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first-exit time
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Brownian motion
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Kolmogorov backward equation
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Laplace transform
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