A characterization of the first hitting time of double integral processes to curved boundaries (Q3516400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A characterization of the first hitting time of double integral processes to curved boundaries |
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A characterization of the first hitting time of double integral processes to curved boundaries (English)
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5 August 2008
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first hitting time
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first passage time
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curved boundary
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integrated Wiener process
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double integral process
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numerical computation
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