Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary
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Publication:5883334
DOI10.1137/S0040585X97T991155OpenAlexW4319341322MaRDI QIDQ5883334
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Publication date: 30 March 2023
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97t991155
Related Items (2)
The inverse first-passage time problem as hydrodynamic limit of a particle system ⋮ An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
Cites Work
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