An approximation for the inverse first passage time problem

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

zbMATH Keywords

Wiener process; inverse first passage time

Mathematics Subject Classification ID

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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