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On Schrödinger's equation, 3-dimensional Bessel bridges, and passage time problems
Published 21 May 2010 in math.PR | (1005.4098v1)
Abstract: In this work we relate the density of the first-passage time of a Wiener process to a moving boundary with the three dimensional Bessel bridge process and a solution of the heat equation with a moving boundary. We provide bounds.
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