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Solution to a Problem of Stochastic Process Switching - MaRDI portal

Solution to a Problem of Stochastic Process Switching (Q5753716)

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scientific article; zbMATH DE number 4189438
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Solution to a Problem of Stochastic Process Switching
scientific article; zbMATH DE number 4189438

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    Solution to a Problem of Stochastic Process Switching (English)
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    1991
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    Wiener process
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    absorbing barrier
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    closed-form solution
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    stochastic process switching
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