Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary (Q5883334): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1137/s0040585x97t991155
+Normal rank
@@ Property / OpenAlex ID @@
+W4319341322
@@ Property / OpenAlex ID: W4319341322 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5060535
@@ Property / cites work: Q5060535 / rank @@
+Normal rank
@@ Property / cites work @@
+On Markov Stopping Times with a Given Distribution for a Wiener Process
+Normal rank
@@ Property / cites work @@
+Q4277838
@@ Property / cites work: Q4277838 / rank @@
+Normal rank
@@ Property / cites work @@
+Geometry of distribution-constrained optimal stopping problems
+Normal rank
@@ Property / cites work @@
+A free boundary problem arising from branching Brownian motion with selection
+Normal rank
@@ Property / cites work @@
+Global existence for a free boundary problem of Fisher–KPP type
+Normal rank
@@ Property / cites work @@
+Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions
+Normal rank
@@ Property / cites work @@
+Analysis of an Inverse First Passage Problem from Risk Management
+Normal rank
@@ Property / cites work @@
+An introduction to \(\Gamma\)-convergence
@@ Property / cites work: An introduction to \(\Gamma\)-convergence / rank @@
+Normal rank
@@ Property / cites work @@
+Hydrodynamics of the \(N\)-BBM process
@@ Property / cites work: Hydrodynamics of the \(N\)-BBM process / rank @@
+Normal rank
@@ Property / cites work @@
+The inverse first-passage problem and optimal stopping
+Normal rank
@@ Property / cites work @@
+The Generalized Shiryaev Problem and Skorokhod Embedding
+Normal rank
@@ Property / cites work @@
+Free boundary problems and biological systems with selection rules
+Normal rank
@@ Property / cites work @@
+Asymptotic approximations for Brownian motion boundary hitting times
+Normal rank
@@ Property / cites work @@
+Q4805362
@@ Property / cites work: Q4805362 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:5883334