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On a non-homogeneous difference equation from probability theory - MaRDI portal

On a non-homogeneous difference equation from probability theory (Q3651307)

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On a non-homogeneous difference equation from probability theory
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    On a non-homogeneous difference equation from probability theory (English)
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    9 December 2009
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    Markov chain
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    ruin problem
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    Ornstein-Uhlenbeck process
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    non-constant coefficients
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    hypergeometric function
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    reducible equation
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