scientific article; zbMATH DE number 3584679

MaRDI QIDQ4155564zbMATHFDO

Authors Sam Gutmann, Richard M. Dudley

Publication date 1977

Full work available at URL http://www.numdam.org/item?id=SPS_1977__11__51_0

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stopping times; optimal stopping problems; gambling theory (60G40)

Cited in

(5)

• Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions
• On the inverse first-passage-time problem for a Wiener process
• Geometry of distribution-constrained optimal stopping problems
• An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
• Higher-order regularity of the free boundary in the inverse first-passage problem

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