Uniqueness of first passage time distributions via Fredholm integral equations (Q6062904)

Authors do provide a proof for the uniqueness of first- passage time of a Brownian Motion. The proof of the uniqueness relies on the dominated convergence theorem of intrgration. This is a crucial point in the paper, which is actually innovative. First passage times are applicable in any field of the role for Brownian Motion, like actuarial science and finance. This is a reason for an additional importance of the paper.