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Results tagged with pr.probability
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user 178640
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Exit probability on a finite interval
I have a question about the estimate of the exit probability on a finite interval. Given a $q$ function bounded and continuous, given the following SDE
\begin{cases}
dX_s=(\beta-q(s))X_sds+\frac{1}{2 …
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