Pages that link to "Item:Q1933720"
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The following pages link to The double-barrier inverse first-passage problem for Wiener process with random starting point (Q1933720):
Displayed 7 items.
- Default barrier intensity model for credit risk evaluation (Q464482) (← links)
- On mimicry among sequential sampling models (Q901236) (← links)
- A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary (Q2798169) (← links)
- Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary (Q2844036) (← links)
- One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem (Q2937462) (← links)
- An inverse problem for the first-passage place of some diffusion processes with random starting point (Q4964394) (← links)
- An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion (Q5231185) (← links)