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Submitted on : Tuesday, October 27, 2020 - 1:23:59 PM Last modification on : Thursday, January 21, 2021 - 11:06:02 AM
Tristan Guillaume. On the Computation of the Survival Probability of Brownian motion with Drift in a Closed Time Interval when the Absorbing Boundary is a Step Function. Journal of Probability and Statistics, 2015, pp.1-22. ⟨hal-02979986⟩