On the first-passage time of integrated Brownian motion (Q2498179)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first-passage time of integrated Brownian motion |
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On the first-passage time of integrated Brownian motion (English)
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28 August 2006
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First-passage time
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integrated Brownian motion
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integrated Markov process
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Kolmogorov diffusion
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local martingale
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conditional moment
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stopping time
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dominant balance
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