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Publication:3687454
zbMATH Open0571.60070MaRDI QIDQ3687454
Publication date: 1985
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Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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Diffusions, exit time moments and Weierstrass theorems ⋮ Asymptotic exponentiality of the first exit time of the Shiryaev–Roberts diffusion with constant positive drift ⋮ Reducing exit-times of diffusions with repulsive interactions ⋮ On the conditional expectation of the first exit time of Brownian motion ⋮ First hitting time of integral diffusions and applications
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