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A martingale approach in problems on first crossing time of nonlinear boundaries - MaRDI portal

A martingale approach in problems on first crossing time of nonlinear boundaries (Q584830)

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scientific article; zbMATH DE number 3830997
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English
A martingale approach in problems on first crossing time of nonlinear boundaries
scientific article; zbMATH DE number 3830997

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    A martingale approach in problems on first crossing time of nonlinear boundaries (English)
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    1983
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    stable process
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    level crossing
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