Linear programming and the inverse method of images

DOI10.1007/S10479-012-1249-4MaRDI QIDQ378743zbMATH OpenOpenAlexFDO

Authors Paul Zipkin

Publication date 12 November 2013

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-012-1249-4

zbMATH Keywords

linear programmingdiffusion processesfirst-passage timesinverse method of images

Mathematics Subject Classification ID

Linear programming (90C05) Diffusion processes (60J60)

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• Boundary crossing probabilities and statistical applications
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• Inverse method of images
• Limit at zero of the Brownian first-passage density
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Cited in

(2)

• Uniqueness of first passage time distributions via Fredholm integral equations
• On the method of images and the asymptotic behavior of first-passage times

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