scientific article; zbMATH DE number 1067971

MaRDI QIDQ4358487zbMATHFDO

Authors Mario Lefebvre

Publication date 23 April 1998

zbMATH Keywords

geometric Brownian motionmoment generating functionsfirst passage time problems

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60)

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