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Publication:3976319
zbMath0736.60073MaRDI QIDQ3976319
Shunsuke Sato, Luigi M. Ricciardi
Publication date: 26 June 1992
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Laplace transformWiener processesstochastic differential equationsOrnstein-Uhlenbeck processesone-dimensional diffusion processesalgorithms for numerical computation of the p.d.f.first- passage-time problems
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