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Second-order corrections for Brownian motion approximations to first-passage probabilities - MaRDI portal

Second-order corrections for Brownian motion approximations to first-passage probabilities (Q3949766)

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Second-order corrections for Brownian motion approximations to first-passage probabilities
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    Second-order corrections for Brownian motion approximations to first-passage probabilities (English)
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    1982
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    Brownian motion approximation
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    Laplace transform
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    first-passage probability
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