u ? a dénote le temps de premier passage de X t en a. Indication: Il s'agit de calculer E x (?(X ? )), o` u ? est le temps depremì ere sortie de ,
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Stochastic Differential Equations and Applications, Probability and Mathematical Statistics, vol.1, issue.28, 1975. ,
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Stochastic integrals, Probability and Mathematical Statistics, 1969. ,
Adventures in stochastic processes, 1992. ,
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