Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary (Q2844036)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary
scientific article

    Statements

    Solving an Inverse First-Passage-Time Problem for Wiener Process Subject to Random Jumps from a Boundary (English)
    0 references
    0 references
    27 August 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    first-passage time
    0 references
    one-dimensional diffusion
    0 references
    random jump
    0 references
    0 references
    0 references
    0 references
    0 references