Pages that link to "Item:Q5564808"
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The following pages link to A First Passage Problem for the Wiener Process (Q5564808):
Displaying 25 items.
- Recovering a distribution from its translated fractional moments (Q312121) (← links)
- Optimal stopping problems for some Markov processes (Q433913) (← links)
- A weak-type inequality for the martingale square function (Q464485) (← links)
- Analytic crossing probabilities for certain barriers by Brownian motion (Q939076) (← links)
- Optimal stopping inequalities for the integral of Brownian paths (Q1269069) (← links)
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- The sharp constant for the Burkholder-Davis-Gundy inequality and non-smooth pasting (Q1708974) (← links)
- On the first exit time of geometric Brownian motion from stochastic exponential boundaries (Q1794706) (← links)
- Crossing an asymptotically square-root boundary by the Brownian motion (Q2135124) (← links)
- A sequential hypothesis test based on a generalized Azuma inequality (Q2343653) (← links)
- On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance (Q2485843) (← links)
- Sharp maximal inequalities for the martingale square bracket (Q3081000) (← links)
- Bounding the Risk Probability (Q3305442) (← links)
- On the length of the longest excursion (Q3322962) (← links)
- Crossing probabilities for a square root boundary by a bessel process (Q3920395) (← links)
- Sharp Square-Function Inequalities for Conditionally Symmetric Martingales (Q3985854) (← links)
- Solving non–linear optimal stopping problems by the method of time–change (Q4518329) (← links)
- On Brownian slow points (Q4743541) (← links)
- On the Hausdorff dimension of the Brownian slow points (Q4743542) (← links)
- On the first hitting time density for a reducible diffusion process (Q4991054) (← links)
- Obstacle Problems Generated by the Estimates of Square Function (Q5016431) (← links)
- Levels of crossing probability for Brownian motion (Q5324855) (← links)
- Optimal anytime regret with two experts (Q6062702) (← links)
- Uniqueness of first passage time distributions via Fredholm integral equations (Q6062904) (← links)
- The Kolmogorov Inequality for the Maximum of the Sum of Random Variables and Its Martingale Analogues (Q6090350) (← links)
