An approximation for the inverse first passage time problem
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Publication:2996579
DOI10.1239/aap/1300198522zbMath1217.60075MaRDI QIDQ2996579
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Publication date: 3 May 2011
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/aap/1300198522
60J65: Brownian motion
58J35: Heat and other parabolic equation methods for PDEs on manifolds
65N21: Numerical methods for inverse problems for boundary value problems involving PDEs
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