A Guide to First-Passage Processes

DOI10.1017/CBO9780511606014zbMath1128.60002MaRDI QIDQ5425934

Publication date: 14 November 2007

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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