Inverse method of images

MaRDI QIDQ1611563zbMATH OpenFDO

Authors Violet S. F. Lo, Henry E. Daniels, Gareth O. Roberts

Publication date 21 August 2002

Published in Bernoulli (Search for Journal in Brave)

zbMATH Keywords

boundary crossing probabilitiesBrownian motionmethod of images

Mathematics Subject Classification ID

Boundary theory for Markov processes (60J50) Brownian motion (60J65)

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Cited in

(9)

• The Polynomial Inverse Image Method
• An approximation for the inverse first passage time problem
• On the method of images and the asymptotic behavior of first-passage times
• Linear programming and the inverse method of images
• scientific article; zbMATH DE number 1519419 (Why is no real title available?)
• Principle of Superposition by Direction Images
• Uniqueness of first passage time distributions via Fredholm integral equations
• First passage time statistics of Brownian motion with purely time dependent drift and diffusion
• Analytic crossing probabilities for certain barriers by Brownian motion

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