An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
M Abundo - Stochastic Analysis and Applications, 2019 - Taylor & Francis
We revisit an inverse first-passage time (IFPT) problem, in the cases of fractional Brownian
motion, and time-changed Brownian motion. Let X (t) be a one dimensional continuous …
motion, and time-changed Brownian motion. Let X (t) be a one dimensional continuous …
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
M Abundo - STOCHASTIC ANALYSIS AND APPLICATIONS, 2019 - art.torvergata.it
We revisit an inverse first-passage time (IFPT) problem, in the cases of fractional Brownian
motion, and time-changed Brownian motion. Let $ X (t) $ be a one dimensional continuous …
motion, and time-changed Brownian motion. Let $ X (t) $ be a one dimensional continuous …
An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
M Abundo - Stochastic Analysis and Applications, 2019 - ingentaconnect.com
We revisit an inverse first-passage time (IFPT) problem, in the cases of fractional Brownian
motion, and time-changed Brownian motion. Let X (t) be a one dimensional continuous …
motion, and time-changed Brownian motion. Let X (t) be a one dimensional continuous …