Inverse first-exit problem for the Wiener process (Q1576003)
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scientific article; zbMATH DE number 1495329
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Inverse first-exit problem for the Wiener process |
scientific article; zbMATH DE number 1495329 |
Statements
Inverse first-exit problem for the Wiener process (English)
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24 August 2000
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first-exit point
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comparison of densities
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moment characterization
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0.8975221514701843
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0.8281689882278442
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0.8200668692588806
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