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

DOI10.1007/S10479-012-1295-YzbMATH Open1386.60285OpenAlexW2022237855MaRDI QIDQ333085FDOQ333085

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

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zbMATH Keywords

method of imagesfirst-passage times

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

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• A guide to first-passage processes
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• Boundary Crossing Probabilities for the Wiener Process and Sample Sums
• Limit at zero of the Brownian first-passage density
• Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
• Sequential tests constructed from images
• Inverse method of images
• Approximating the first crossing-time density for a curved boundary
• An approximation for the inverse first passage time problem
• Linear programming and the inverse method of images
• The maximum size of a closed epidemic
• Title not available (Why is that?)

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