The randomized first-hitting problem of continuously time-changed Brownian motion

DOI10.3390/math6060091zbMath1426.60107OpenAlexW2806293959WikidataQ129801897 ScholiaQ129801897MaRDI QIDQ1634350

Mario Abundo

Publication date: 18 December 2018

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math6060091

zbMATH Keywords

diffusionfirst-passage timeinverse first-passage problem

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

Related Items (3)

An inverse problem for the first-passage place of some diffusion processes with random starting point ⋮ Randomization of a linear boundary in the first-passage problem of Brownian motion ⋮ An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion

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