A Correction Note on: When the “Bull” Meets the “Bear”—A First Passage Time Problem for a Hidden Markov Process

Methodology And Computing In Applied Probability ◽

10.1007/s11009-013-9355-6 ◽

2013 ◽

Vol 16 (3) ◽

pp. 771-776 ◽

Author(s):

Peter Hieber

Keyword(s):

Markov Process ◽

Hidden Markov ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

Hidden Markov Process ◽

First Passage Time Problem

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-Adic Markov process and the problem of the first return over balls

Ukrains’kyi Matematychnyi Zhurnal ◽

10.37863/umzh.v73i7.464 ◽

2021 ◽

Vol 73 (7) ◽

pp. 902-912

Author(s):

O. F. Casas-Sánchez ◽

J. Galeano-Peñaloza ◽

J. J. Rodríguez-Vega

Keyword(s):

Markov Process ◽

Pseudodifferential Operator ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

UDC 511.225, 519.217, 511.225.1, 303.532 We consider the pseudodifferential operator defined as where and study the Markov process associated to this operator. We also study the first passage time problem associated to for

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Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary

Stochastic Analysis and Applications ◽

10.1080/07362994.2013.800358 ◽

2013 ◽

Vol 31 (4) ◽

pp. 695-707 ◽

Author(s):

Mario Abundo

Keyword(s):

Wiener Process ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

Random Jumps ◽

First Passage Time Problem

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An approximation for the inverse first passage time problem

Advances in Applied Probability ◽

10.1017/s000186780000478x ◽

2011 ◽

Vol 43 (01) ◽

pp. 264-275 ◽

Author(s):

Jing-Sheng Song ◽

Paul Zipkin

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

We propose an approximation for the inverse first passage time problem. It is similar in spirit and method to the tangent approximation for the original first passage time problem. We provide evidence that the technique is quite accurate in many cases. We also identify some cases where the approximation performs poorly.

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First‐Passage Time Problem

The Journal of the Acoustical Society of America ◽

10.1121/1.1911524 ◽

1970 ◽

Vol 47 (1B) ◽

pp. 393-394 ◽

Author(s):

Jann‐Nan Yang ◽

Masanobu Shinozuka

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

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First Passage Time Problem for the Ornstein-Uhlenbeck Neuronal Model

Neural Information Processing - Lecture Notes in Computer Science ◽

10.1007/11893028_127 ◽

2006 ◽

pp. 1155-1164

Author(s):

C. F. Lo ◽

T. K. Chung

Keyword(s):

First Passage Time ◽

Passage Time ◽

Neuronal Model ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

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The First Passage Time Problem Over a Moving Boundary for Asymptotically Stable Lévy Processes

Journal of Theoretical Probability ◽

10.1007/s10959-015-0596-x ◽

2015 ◽

Vol 29 (3) ◽

pp. 737-760 ◽

Author(s):

Frank Aurzada ◽

Tanja Kramm

Keyword(s):

Lévy Processes ◽

Moving Boundary ◽

First Passage Time ◽

Passage Time ◽

Levy Processes ◽

Asymptotically Stable ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

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The First Passage Time Problem for Gauss-Diffusion Processes: Algorithmic Approaches and Applications to LIF Neuronal Model

Methodology And Computing In Applied Probability ◽

10.1007/s11009-009-9132-8 ◽

2009 ◽

Vol 13 (1) ◽

pp. 29-57 ◽

Author(s):

Aniello Buonocore ◽

Luigia Caputo ◽

Enrica Pirozzi ◽

Luigi M. Ricciardi

Keyword(s):

Diffusion Processes ◽

First Passage Time ◽

Passage Time ◽

Neuronal Model ◽

First Passage ◽

Time Problem ◽

Algorithmic Approaches ◽

First Passage Time Problem

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Properties of noninteger moments in a first passage time problem

Journal of Statistical Physics ◽

10.1007/bf01042610 ◽

1989 ◽

Vol 55 (1-2) ◽

pp. 435-439 ◽

Author(s):

George H. Weiss ◽

Shlomo Havlin ◽

Ofer Matan

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

Time Problem ◽

First Passage Time Problem

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Series solution to the first-passage-time problem of a Brownian motion with an exponential time-dependent drift

Journal of Physics A Mathematical and Theoretical ◽

10.1088/1751-8113/45/18/185001 ◽

2012 ◽

Vol 45 (18) ◽

pp. 185001 ◽

Author(s):

Eugenio Urdapilleta

Keyword(s):

Brownian Motion ◽

Series Solution ◽

First Passage Time ◽

Passage Time ◽

Time Dependent ◽

First Passage ◽

Exponential Time ◽

Time Problem ◽

First Passage Time Problem

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On a First-Passage-Time Problem for the Compound Power-Law Process

Stochastic Models ◽

10.1080/15326340903088768 ◽

2009 ◽

Vol 25 (3) ◽

pp. 420-435 ◽

Author(s):

Antonio Di Crescenzo ◽

Barbara Martinucci

Keyword(s):

Power Law ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Power Law Process ◽

Time Problem ◽

First Passage Time Problem

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