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On the Brownian First-Passage Time Overa One-Sided Stochastic Boundary

✍ Scribed by Peskir, G.; Shiryaev, A. N.

Book ID: 118227026
Publisher: Society for Industrial and Applied Mathematics
Year: 1998
Tongue: English
Weight: 239 KB
Volume: 42
Category: Article
ISSN: 0040-585X
DOI: 10.1137/s0040585x97976313

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