Durbin J.

J. Durbin

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Found 2 papers in total
The first-passage density of the Brownian motion process to a curved boundary
1992
An expression for the first-passage density of Brownian motion to a curved boundary is...
A reconciliation of two different expressions for the first-passage density of Brownian motion to a curved boundary
1988
An expression for the first-passage density of Brownian motion to a curved boundary...
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