Locking the Wiener Process to its Level-Crossing Time
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Publication:5190614
DOI10.1080/03610920902755821zbMath1191.60097OpenAlexW1978465807MaRDI QIDQ5190614
Publication date: 18 March 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920902755821
Biophysics (92C05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Psychophysics and psychophysiology; perception (91E30)
Cites Work
- Modeling event times with multiple outcomes using the Wiener process with drift
- Threshold regression for survival analysis: modeling event times by a stochastic process reaching a boundary
- The Wiener process between a reflecting and an absorbing barrier
- ON THE CONVOLUTION OF INVERSE GAUSSIAN AND EXPONENTIAL RANDOM VARIABLES
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