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Joint density of hitting time and point to an ellipse for Brownian motion |
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| Authors: | Chuancun Yin Xuelei Zhao |
| Institution: | (1) Department of Mathematics, Qufu Normal University, 273165 Qufu, China;(2) Institute of Mathematics, Shantou University, 515063 Shantou, China |
| Abstract: | |
| Keywords: | Brownian motion hitting time hitting point ellipse |
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