On the first passage problem for correlated Brownian motion
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Publication:2267603
DOI10.1016/j.spl.2009.11.001zbMath1186.60082MaRDI QIDQ2267603
Publication date: 1 March 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.11.001
60J65: Brownian motion
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