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

Keyphrases

• First Passage Time 100%
• Decision Time 100%
• Martingale 100%
• Wiener Diffusion Model 100%
• Absorbing Boundary 66%
• Wiener Process 66%
• Hitting Probability 66%
• Martingale Theory 66%
• Numerical Tools 33%
• Neuroscience 33%
• Mathematical Analysis 33%
• Analytic Formula 33%
• Direct Computation 33%
• Decision Model 33%
• Model Complexity 33%
• Reasons to Believe 33%
• Decision Variables 33%
• Decision Threshold 33%
• Similarity Model 33%
• Evidence Accumulation 33%
• Stage number 33%
• Drift Rate 33%
• Behavior Type 33%
• Decision Process 33%
• Accumulation Rate 33%
• First-passage Time Densities 33%
• Time Probability 33%

Mathematics

• Probability Theory 100%
• First passage time 100%
• Diffusion Model 100%
• Martingale Theory 66%
• Wiener Process 66%
• Mathematical Analysis 33%
• Analytic Formula 33%
• Arbitrary Number 33%
• Decision Process 33%
• Hitting Time 33%
• Direct Computation 33%
• Complex Model 33%

Economics, Econometrics and Finance

• Levy Process 100%