Uniqueness of first passage time distributions via Fredholm integral equations
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Publication:6062904
DOI10.1016/j.spl.2023.109912arXiv2303.05450OpenAlexW4385998808MaRDI QIDQ6062904
No author found.
Publication date: 6 November 2023
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2303.05450
Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Fredholm integral equations (45B05)
Cites Work
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