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The First Exit Time of Fractional Brownian Motion with a Drift from a Parabolic Domain

Release Time:2024-11-21  Hits:

Indexed by: Journal Papers

Document Code: 385149

Date of Publication: 2024-03-18

Journal: METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

Volume: 26

Issue: 1

ISSN: 1387-5841

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