EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE (Q3736870)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE |
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EVALUATION OF FIRST PASSAGE TIME DENSITIES FOR DIFFUSION PROCESSE (English)
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1985
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first passage time densities
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Wiener process
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Volterra second-kind integral equation
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diffusion processes
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Ornstein-Uhlenbeck processes
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