Inverse first-passage problems of a diffusion with resetting

DOI10.1090/TPMS/1225MaRDI QIDQ6975770zbMATH OpenFDO

Authors Mario Abundo

Publication date 4 June 2025

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/TPMS/1225

zbMATH Keywords

diffusion with resettingfirst-passage placefirst-passage timeinverse problems

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Cites work

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Cited in

(1)

• Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting

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