Stochastic ordering for first passage times of diffusion processes through boundaries

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ISMS_1999_2515-B.pdf (685.37 KB)

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1999

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Institute of Statistics mimeo series
2515

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North Carolina State University. Dept. of Statistics

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http://www.stat.ncsu.edu/information/library/mimeo.archive/ISMS_1999_2515-B.pdf
 http://www.lib.ncsu.edu/resolver/1840.4/8326

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Institute of Statistics Mimeo Series