Pages that link to "Item:Q655577"

The following pages link to Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions (Q655577):

Displaying 13 items.

• The gamma renewal process as an output of the diffusion leaky integrate-and-fire neuronal model (Q309609) (← links)
• Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk (Q748309) (← links)
• Geometry of distribution-constrained optimal stopping problems (Q1626603) (← links)
• The inverse first passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application (Q2045589) (← links)
• Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183) (← links)
• The inverse first passage time problem for killed Brownian motion (Q2657909) (← links)
• Efficient discretisation of stochastic differential equations (Q5086518) (← links)
• Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem (Q5101326) (← links)
• Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary (Q5883334) (← links)
• Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption (Q6041058) (← links)
• The inverse first-passage time problem as hydrodynamic limit of a particle system (Q6164874) (← links)
• An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion (Q6198977) (← links)
• Variational inequalities arising from credit rating migration with buffer zone (Q6622996) (← links)