On the inverse first-passage-time problem for a Wiener process
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - JSTOR
The inverse first-passage problem for a Wiener process (W_t)_t\geq0 seeks to determine a
function b: R_+→R such that τ=inft>0|W_t≧b(t) has a given law. In this paper two methods …
function b: R_+→R such that τ=inft>0|W_t≧b(t) has a given law. In this paper two methods …
[引用][C] On the inverse first-passage-time problem for a Wiener process.
C Zucca, L Sacerdote - Annals of applied probability: an official …, 2009 - dialnet.unirioja.es
On the inverse first-passage-time problem for a Wiener process. - Dialnet Ayuda ¿En qué
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podemos ayudarle? × Buscar en la ayuda Buscar Consultar la ayuda ¿En qué podemos …
[PDF][PDF] ON THE INVERSE FIRST-PASSAGE-TIME PROBLEM FOR A WIENER PROCESS1, 2
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - scholar.archive.org
revised January 2008. 1Supported in part by PRIN-Cofin 2005. 2This paper is published
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
On the inverse first-passage-time problem for a Wiener process
C Zucca, L Sacerdote - Ann. Appl. Probab., 2009 - dml.mathdoc.fr
The inverse first-passage problem for a Wiener process (W t) t≥ 0 seeks to determine a
function b: ℝ+→ ℝ such that¶ τ= inf {t> 0| W t≥ b (t)}¶ has a given law. In this paper two …
function b: ℝ+→ ℝ such that¶ τ= inf {t> 0| W t≥ b (t)}¶ has a given law. In this paper two …
[PDF][PDF] ON THE INVERSE FIRST-PASSAGE-TIME PROBLEM FOR A WIENER PROCESS1, 2
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - academia.edu
revised January 2008. 1Supported in part by PRIN-Cofin 2005. 2This paper is published
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
On the inverse first-passage-time problem for a Wiener process
C Zucca, L Sacerdote - arXiv e-prints, 2009 - ui.adsabs.harvard.edu
The inverse first-passage problem for a Wiener process $(W_t) _ {t\ge0} $ seeks to
determine a function $ b {}:{}\mathbb {R} _+\to\mathbb {R} $ such that\[\tau=\inf\{t> 0| W_t\ge …
determine a function $ b {}:{}\mathbb {R} _+\to\mathbb {R} $ such that\[\tau=\inf\{t> 0| W_t\ge …
On the Inverse First-Passage-Time Problem for a Wiener Process
C Zucca, LL Sacerdote - THE ANNALS OF APPLIED PROBABILITY, 2009 - iris.unito.it
The inverse first-passage problem for a Wiener process $(W_t) _ {t\ge 0} $ seeks to
determine a function $ b:\mathbb {R} _+\rightarrow\mathbb {R} $ such that $$\tau=\inf\>\{\, t> …
determine a function $ b:\mathbb {R} _+\rightarrow\mathbb {R} $ such that $$\tau=\inf\>\{\, t> …
[PDF][PDF] ON THE INVERSE FIRST-PASSAGE-TIME PROBLEM FOR A WIENER PROCESS1, 2
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - researchgate.net
revised January 2008. 1Supported in part by PRIN-Cofin 2005. 2This paper is published
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
On the inverse first-passage-time problem for a Wiener process
C Zucca, L Sacerdote - arXiv preprint arXiv:0908.4213, 2009 - arxiv.org
The inverse first-passage problem for a Wiener process $(W_t) _ {t\ge0} $ seeks to
determine a function $ b {}:{}\mathbb {R} _+\to\mathbb {R} $ such that\[\tau=\inf\{t> 0| W_t\ge …
determine a function $ b {}:{}\mathbb {R} _+\to\mathbb {R} $ such that\[\tau=\inf\{t> 0| W_t\ge …
[PDF][PDF] ON THE INVERSE FIRST-PASSAGE-TIME PROBLEM FOR A WIENER PROCESS1, 2
C Zucca, L Sacerdote - The Annals of Applied Probability, 2009 - Citeseer
revised January 2008. 1Supported in part by PRIN-Cofin 2005. 2This paper is published
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …
despite the effects of the Italian law 133/08 (http://groups. google. it/group/scienceaction) …