Pages that link to "Item:Q1425633"

The following pages link to On integral equations arising in the first-passage problem for Brownian motion (Q1425633):

Displaying 27 items.

• Recovering a distribution from its translated fractional moments (Q312121) (← links)
• Linear programming and the inverse method of images (Q378743) (← links)
• A simple model for market booms and crashes (Q468121) (← links)
• Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577) (← links)
• Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
• Lie symmetries methods in boundary crossing problems for diffusion processes (Q829565) (← links)
• Valuation of default-sensitive claims under imperfect information (Q928501) (← links)
• Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
• Boundary-crossing identities for diffusions having the time-inversion property (Q966509) (← links)
• Randomization in the first hitting time problem (Q1038440) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• Brownian bridges for late time asymptotics of KPZ fluctuations in finite volume (Q1631486) (← links)
• The randomized first-hitting problem of continuously time-changed Brownian motion (Q1634350) (← links)
• Numerical approximations to distributions of weighted Kolmogorov-Smirnov statistics via integral equations (Q2001260) (← links)
• A Feynman-Kac based numerical method for the exit time probability of a class of transport problems (Q2132650) (← links)
• First hitting time of Brownian motion on simple graph with skew semiaxes (Q2157409) (← links)
• On an algorithm for solving Fredholm integrals of the first kind (Q2329789) (← links)
• A McKean-Vlasov equation with positive feedback and blow-ups (Q2330464) (← links)
• Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183) (← links)
• The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• An approximation for the inverse first passage time problem (Q2996579) (← links)
• Efficient Estimation of One-Dimensional Diffusion First Passage Time Densities via Monte Carlo Simulation (Q3094686) (← links)
• On Durbin's Series for the Density of First Passage Times (Q3094687) (← links)
• ON THE AMERICAN OPTION PROBLEM (Q5464339) (← links)
• Uniqueness of first passage time distributions via Fredholm integral equations (Q6062904) (← links)
• On Markov chain approximations for computing boundary crossing probabilities of diffusion processes (Q6148883) (← links)