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Calculation of Probability of the Exit of a Stochastic Process from a Band by Monte-Carlo Method: A Wiener-Hopf Factorization
Beliavsky,, Danilova,, Ougolnitsky,Volume:
7
Journal:
Mathematics
DOI:
10.3390/math7070581
Date:
June, 2019
File:
PDF, 257 KB
2019