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First Passage Times of Constant-Elasticity-of-Variance Processes with Two-Sided Reflecting Barriers.

Lijun BoChen Hao
Published in: J. Appl. Probab. (2012)
Keyphrases
  • decision trees
  • stochastic processes
  • real time
  • neural network
  • image processing
  • database systems
  • expert systems
  • learning styles
  • process model
  • deformable models
  • normal distribution
  • minimum variance