Level-crossing probabilities and first-passage times for linear processes

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Publication:4819499

DOI10.1239/aap/1086957589zbMath1045.62081OpenAlexW2048897182MaRDI QIDQ4819499

Kwok-Wah Ho, Gopal Krishna Basak

Publication date: 24 September 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1086957589




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