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Applied Statistics

Wright State University

Mathematics and Statistics Faculty Publications

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2002

Boundary value problems

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Domain Functionals And Exit Times For Brownian Motion, Chaocheng Huang, David Miller Jan 2002

Domain Functionals And Exit Times For Brownian Motion, Chaocheng Huang, David Miller

Mathematics and Statistics Faculty Publications

Two domain functionals describing the averaged expectation of exit times and averaged variance of exit times of Brownian motion from a domain, respectively, are studied.

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