Laplace Transforms for the First Hitting Time of a Brownian Motion
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Publication:5154304
DOI10.7546/CRABS.2020.07.05zbMath1488.60193MaRDI QIDQ5154304
Publication date: 4 October 2021
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Laplace transform (44A10)
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