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Brownian flow on a finite interval with jump boundary conditions - MaRDI portal

Brownian flow on a finite interval with jump boundary conditions (Q2471401)

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Brownian flow on a finite interval with jump boundary conditions
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    Brownian flow on a finite interval with jump boundary conditions (English)
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    22 February 2008
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    embedded Markov chain
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    stationary ergodic measure
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    Hopf's ratio ergodic theorem
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