Simulation of first-passage times for alternating Brownian motions
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Publication:812973
DOI10.1007/s11009-005-1481-3zbMath1086.60053arXiv2101.11578OpenAlexW1972535858MaRDI QIDQ812973
Luigi M. Ricciardi, Elvira di Nardo, Antonio Di Crescenzo
Publication date: 30 January 2006
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.11578
Stochastic systems and control (93E99) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
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