On the method of images and the asymptotic behavior of first-passage times

DOI10.1007/S10479-012-1295-YMaRDI QIDQ333085zbMATH OpenOpenAlexFDO

Authors Paul Zipkin

Publication date 9 November 2016

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

Full work available at URL https://doi.org/10.1007/s10479-012-1295-y

zbMATH Keywords

method of imagesfirst-passage times

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cites work

• scientific article; zbMATH DE number 3905045 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• scientific article; zbMATH DE number 3320019 (Why is no real title available?)
• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• A guide to first-passage processes
• An approximation for the inverse first passage time problem
• Approximating the first crossing-time density for a curved boundary
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums
• Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
• Inverse method of images
• Limit at zero of the Brownian first-passage density
• Linear programming and the inverse method of images
• Sequential tests constructed from images
• The maximum size of a closed epidemic

Cited in

(1)

• Method of filtration in first passage time problems

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