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Consider the process \\(X_t= a+ W_t\\) \\((t\\geq 0)\\) starting at the random initial state \\(a\\), and let \\(a\\) linear boundary be given by \\(b(t)= \\mu t\\), where \\(\\mu\\geq 0\\). The corresponding first hitting time \\(\\tau^{(\\mu)}\\) for \\((X_t)\\) is then defined by  \\[ \\tau^{(\\mu)}= \\begin{cases}\\text{inf}\\{t\\geq 0: X_t< b(t)\\},\\quad &\\text{if }X_t< b(t)\\text{ for some }t> 0,\\\\ \\infty,\\quad &\\text{otherwise}.\\end{cases} \\]  In this paper the following inverse problem for the first hitting time distribution is studied: Let \\(F\\) be a given distribution function. Find a distribution for \\(a\\) such that  \\[ P(\\tau^{(\\mu)}\\leq t)= F(t),\\qquad t\\geq 0. \\]  The authors obtain a sufficient condition under which use inverse problem has a closed form solution. This problem has imnortant applications in credit risk modeling where the process \\((X_t)\\) represents the so-called distance to default of an obligor, \\(\\tau^{(\\mu)}\\) represents a default event, and the boundary separates the healthy states of the obligor from the default state [see, e,g., \\textit{M. Avellaneda} and \\textit{J. 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