Joint density of hitting time and point to an ellipse for Brownian motion
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Publication:1387484
DOI10.1007/BF02882944zbMATH Open0909.60071MaRDI QIDQ1387484FDOQ1387484
Authors: Chuancun Yin, Xuelei Zhao
Publication date: 7 June 1998
Published in: Chinese Science Bulletin (Search for Journal in Brave)
Cites Work
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- Some problems on balls and spheres for Brownian motion
- Some joint distributions for Markov process
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- The joint distributions of first hitting and last exit for Brownian motion
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