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First-exit times of an inverse Gaussian process |
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| Authors: | P. Vellaisamy A. Kumar |
| Affiliation: | 1. Department of Mathematics, Indian Institute of Technology Bombay, Mumbai, India.;2. Department of Mathematics, Indian Institute of Technology Ropar, Punjab, India. |
| Abstract: | |
| Keywords: | First-exit times infinite divisibility inverse Gaussian process tail probability subordinated process |