On First Exit Times for Homogeneous Diffusion Processes (Q3761433)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On First Exit Times for Homogeneous Diffusion Processes |
scientific article |
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On First Exit Times for Homogeneous Diffusion Processes (English)
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1987
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upper estimate
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first exit time
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Itô equation
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Dirichlet problem
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