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The first exit time of one-dimensional Brownian motion

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Publication:2712678
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zbMATH Open0971.60077MaRDI QIDQ2712678

Shuheng Xie

Publication date: 11 November 2001

Published in: Journal of Qufu Normal University. Natural Science (Search for Journal in Brave)




zbMATH Keywords

Brownian motionmomentfirst exit time


Mathematics Subject Classification ID

Brownian motion (60J65)



Related Items (4)

The first passage time problem over a moving boundary for asymptotically stable Lévy processes ⋮ A short note on the mean exit time of the Brownian motion ⋮ From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval ⋮ On the conditional expectation of the first exit time of Brownian motion






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