作者
Cristina Zucca, Laura Sacerdote
发表日期
2009/8/1
期刊
The Annals of Applied Probability
页码范围
1319-1346
出版商
Institute of Mathematical Statistics
简介
The inverse first-passage problem for a Wiener process seeks to determine a function b: such that has a given law. In this paper two methods for approximating the unknown function b are presented. The errors of the two methods are studied. A set of examples illustrates the methods. Possible applications are enlighted.
学术搜索中的文章
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009