Inverse first-exit problem for the Wiener process

zbMath0954.60065MaRDI QIDQ1576003

B. P. Kharlamov

Publication date: 24 August 2000

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

zbMATH Keywords

comparison of densitiesfirst-exit pointmoment characterization

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

This page was built for publication: Inverse first-exit problem for the Wiener process