First Passage Time of Skew Brownian Motion
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Publication:3165487
DOI10.1239/jap/1346955326zbMath1266.60140arXiv1008.2989MaRDI QIDQ3165487
Daniel R. Sheldon, Thilanka A. Appuhamillage
Publication date: 29 October 2012
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1008.2989
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