On integral equations arising in the first-passage problem for Brownian motion
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Publication:1425633
DOI10.1216/jiea/1181074930zbMath1044.60076OpenAlexW2028801808MaRDI QIDQ1425633
Publication date: 17 March 2004
Published in: Journal of Integral Equations and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1216/jiea/1181074930
Brownian motionMarkov processsystem of integral equationsfirst passage problemChapman-Kolmogorov equation
Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Diffusion processes (60J60)
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