On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae

Fuente: arXiv

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Bibliographic Details
Main Authors:	Xia, Weixuan, Zhang, Yuyang
Format:	Preprint
Published:	2023
Subjects:	Probability Complex Variables 60E10, 60G15, 33C10
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2312.04172