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Showing 1 to 1 of 1 for “"Absorbed Brownian motion"”.
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Brownian motion and multidimensional decision making
… the indicator", finds the transition density of absorbed or reflected Brownian motion in a d-dimensional domain as a Feynman-Kac functional involving the Laplacian of the indicator, thereby relating the hitherto unrelated fields of classical potential theory and path integrals. Part II, "The …