Mathematical Research Data Initiative
Main page
Recent changes
Random page
Help about MediaWiki
Create a new Item
Create a new Property
Create a new EntitySchema
Merge two items
In other projects
Discussion
View source
View history
Purge
English
Log in

On the method of images and the asymptotic behavior of first-passage times

From MaRDI portal
Publication:333085
Jump to:navigation, search

DOI10.1007/s10479-012-1295-yzbMath1386.60285OpenAlexW2022237855MaRDI QIDQ333085

Paul Zipkin

Publication date: 9 November 2016

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-012-1295-y

zbMATH Keywords

method of imagesfirst-passage times


Mathematics Subject Classification ID

Brownian motion (60J65)




Cites Work

  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Unnamed Item
  • Linear programming and the inverse method of images
  • Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
  • Sequential tests constructed from images
  • Inverse method of images
  • Approximating the first crossing-time density for a curved boundary
  • Limit at zero of the Brownian first-passage density
  • A Guide to First-Passage Processes
  • An approximation for the inverse first passage time problem
  • The maximum size of a closed epidemic
  • Boundary Crossing Probabilities for the Wiener Process and Sample Sums
Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:333085&oldid=12209770"
Tools
What links here
Related changes
Special pages
Printable version
Permanent link
Page information
MaRDI portal item
This page was last edited on 30 January 2024, at 03:35.
Privacy policy
About MaRDI portal
Disclaimers
Imprint
Powered by MediaWiki