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An approximate formula for the first-crossing-time density of a Wiener process perturbed by random jumps

✍ Scribed by Maria Teresa Giraudo

Book ID: 108267635
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 620 KB
Volume: 79
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2009.03.019

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