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First-Passage-Time Density and Moments of the Ornstein-Uhlenbeck Process

✍ Scribed by Luigi M. Ricciardi and Shunsuke Sato

Book ID: 111922919
Publisher: Applied Probability Trust
Year: 1988
Tongue: English
Weight: 948 KB
Volume: 25
Category: Article
ISSN: 0021-9002
DOI: 10.2307/3214232

No coin nor oath required. For personal study only.

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