The escape probability for integrated Brownian motion with non-zero drift (Q4322046)
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scientific article; zbMATH DE number 720141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The escape probability for integrated Brownian motion with non-zero drift |
scientific article; zbMATH DE number 720141 |
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The escape probability for integrated Brownian motion with non-zero drift (English)
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7 August 1995
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integrated diffusion
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first-passage time
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Kontorovich-Lebedev transform
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