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On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem - MaRDI portal

On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (Q2945783)

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On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem
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    On the distribution of the first exit time and overshoot in a two-sided boundary crossing problem (English)
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    14 September 2015
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    random walk
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    two-sided boundary crossing problem
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    moment generating function
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