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MaPhySto
Centre for Mathematical Physics and Stochastics
Department of Mathematical Sciences, University of Aarhus

Funded by The Danish National Research Foundation

MPS-RR 2001-27
August 2001




Limit at Zero of the Brownian First-Passage Density

by:

Goran Peskir

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This paper has now been published in Probab. Theory Related Fields. 124, 100-111 (2002)