When the ``bull meets the ``bear: A first passage time problem for a hidden Markov process

DOI10.1023/A:1012201109468zbMath0997.60072OpenAlexW2181364130MaRDI QIDQ1610831

Xin Guo

Publication date: 20 August 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1012201109468

zbMATH Keywords

Laplace transformBrownian motionfirst passage timehidden Markov processes

Mathematics Subject Classification ID

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