On the inverse first-passage-time problem for a Wiener process (Q835061): Difference between revisions

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+On Markov Stopping Times with a Given Distribution for a Wiener Process
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+A new integral equation for the evaluation of first-passage-time probability densities
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+On the inverse of the first passage time probability problem
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+The minimum of a stationary Markov process superimposed on a U-shaped trend
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+Heuristic Approach to the Kolmogorov-Smirnov Theorems
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+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
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+On Certain Confidence Contours for Distribution Functions
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+Limit at zero of the Brownian first-passage density
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+On an integral equation for first-passage-time probability densities
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+Q3976319
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+Almost sure comparisons for first passage times of diffusion processes through boundaries
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+On the classification of experimental data modeled via a stochastic leaky integrate and fire model through boundary values
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+Boundary crossing probability for Brownian motion and general boundaries
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+Publication:835061