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Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
Stochastic Models, 2005Pierre Patie
exaly
Joint Densities of First Hitting Times of a Diffusion Process Through Two Time-Dependent Boundaries
Advances in Applied Probability, 2014Laura Sacerdote, Cristina Zucca
exaly
Hitting Time Asymptotics for Hard-Core Interactions on Grids
Journal of Statistical Physics, 2015Alessandro Zocca
exaly

