The first-passage density of the Brownian motion process to a curved boundary (Q4018323)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The first-passage density of the Brownian motion process to a curved boundary |
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The first-passage density of the Brownian motion process to a curved boundary (English)
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16 January 1993
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continuous Gauss-Markov process
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boundary-crossing
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first-passage density
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Brownian bridge
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numerical example
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