When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process (Q1610831)
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scientific article; zbMATH DE number 1784507
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process |
scientific article; zbMATH DE number 1784507 |
Statements
When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process (English)
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20 August 2002
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first passage time
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Laplace transform
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hidden Markov processes
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Brownian motion
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0.9604919
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0.85037315
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0.8496318
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0.8457801
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0.8457521
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