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Laplace Transforms for the First Hitting Time of a Brownian Motion - MaRDI portal

Laplace Transforms for the First Hitting Time of a Brownian Motion (Q5154304)

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scientific article; zbMATH DE number 7406112
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Laplace Transforms for the First Hitting Time of a Brownian Motion
scientific article; zbMATH DE number 7406112

    Statements

    Laplace Transforms for the First Hitting Time of a Brownian Motion (English)
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    4 October 2021
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    Brownian motion
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    stopping times
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    first hitting
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    Laplace transform
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    Identifiers