scientific article; zbMATH DE number 3858125

MaRDI QIDQ3326571zbMATH OpenFDO

Authors Nikolai Dokuchaev

Publication date 1984

zbMATH Keywords

moments of first exit

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

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• On First Exit Times for Homogeneous Diffusion Processes
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