First passage density of Brownian motion with two-sided piecewise linear boundaries
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Publication:6580090
DOI10.1007/S10114-024-1090-0MaRDI QIDQ6580090
Publication date: 29 July 2024
Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)
Brownian motionboundary non-crossing probabilityfirst density passage densitytwo-sided piecewise continuous boundaries
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