A martingale analysis of first passage times of time-dependent Wiener diffusion models

Document Details

Document Type
Pub Defense Publication
Publication Date
Apr 01, 2017
Source ID
10.1016/j.jmp.2016.10.001

Entities

People

  • Amitai Shenhav
  • Jonathan D. Cohen
  • Naomi Ehrich Leonard
  • Samuel F. Feng
  • Vaibhav Srivastava

Organizations

  • Army Research Office
  • National Institutes of Health
  • Office of Naval Research