Smooth first-passage densities for one-dimensional diffusions
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Publication:3759632
DOI10.2307/3214261zbMath0622.60063OpenAlexW2325872698MaRDI QIDQ3759632
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Publication date: 1987
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/3214261
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Ordinary differential equations and systems with randomness (34F05) Boundary theory for Markov processes (60J50)
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