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First Passage Densities and Boundary Crossing Probabilities for Diffusion Processes

✍ Scribed by Andrew N. Downes; Konstantin Borovkov

Publisher: Springer US
Year: 2008
Tongue: English
Weight: 532 KB
Volume: 10
Category: Article
ISSN: 1387-5841
DOI: 10.1007/s11009-008-9070-x

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