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Approximation of the ruin probability using the scaled Laplace transform inversion.
Robert M. Mnatsakanov
Khachatur Sarkisian
Artak Hakobyan
Published in:
Appl. Math. Comput. (2015)
Keyphrases
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laplace transform
diffusion model
approximation methods
probability distribution
error bounds
conditional probabilities
randomized algorithm
central limit theorem
computer vision
image processing
approximation error
image segmentation
moving objects
multiresolution
motion segmentation