First passage time and mean exit time for switching Brownian motion (Q5887755)
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scientific article; zbMATH DE number 7674263
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First passage time and mean exit time for switching Brownian motion |
scientific article; zbMATH DE number 7674263 |
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First passage time and mean exit time for switching Brownian motion (English)
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13 April 2023
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switching Brownian motion
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scale functions
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mean exit time
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Markov switching
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