Extreme hitting probabilities for diffusion

DOI10.1088/1751-8121/AC8191zbMath1509.60111arXiv2110.11277MaRDI QIDQ6380968

Sean D. Lawley, Samantha Linn

Publication date: 21 October 2021

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Diffusion processes (60J60) General theory of stochastic processes (60G07)

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