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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| English | Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary |
scientific article; zbMATH DE number 7669782 |
Statements
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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0.8846067
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0.88167703
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0.8791192
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0.87622905
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0.86928344
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0.8676433
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0.8668944
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0.8621181
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