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

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scientific article; zbMATH DE number 7669782
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Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary
scientific article; zbMATH DE number 7669782

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    Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary (English)
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    30 March 2023
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    inverse first-passage time
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    Brownian motion
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    Shiryaev problem
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    boundary crossing
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