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"Boundary crossing probabilities for high-dimensional Brownian motion."

James C. Fu, Tung-Lung Wu (2016)

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DOI: 10.1017/JPR.2016.19

access: closed

type: Journal Article

metadata version: 2020-04-16

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James C. Fu, Tung-Lung Wu:
Boundary crossing probabilities for high-dimensional Brownian motion. J. Appl. Probab. 53(2): 543-553 (2016)

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