On the Absolute-Value Integral of a Brownian Motion with Drift: Exact and Asymptotic Formulae
Fuente:
arXiv
Guardado en:
| Autores principales: | Xia, Weixuan, Zhang, Yuyang |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
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| Materias: | |
| Acceso en línea: | |
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