The first-passage density of a continuous gaussian process to a general boundary
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Publication:3696219
DOI10.2307/3213751zbMath0576.60029OpenAlexW4231906586MaRDI QIDQ3696219
Publication date: 1985
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3213751
second kindcontinuous Gaussian processboundary-crossing probabilityfirst-passage densityVolterra integral equation of the
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