On the inverse of the first passage time probability problem

DOI10.2307/3212798MaRDI QIDQ5651996zbMATH OpenOpenAlexFDO

Authors Renato M. Capocelli, L. M. Ricciardi

Publication date 1972

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3212798

Mathematics Subject Classification ID

Diffusion processes (60J60) Continuous-time Markov processes on general state spaces (60J25)

Cited in

(10)

• The inverse first-passage-place problem for Wiener processes
• Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
• On a pursuit problem
• Stochastic formulation of neural interaction
• On the inverse first-passage-time problem for a Wiener process
• Distribution-constrained optimal stopping
• On mimicry among sequential sampling models
• A diffusion model for discrimination of temporal numerosity
• The first passage time density of Ornstein-Uhlenbeck process with continuous and impulsive excitations
• Lqg problems with a possibly infinite final cost

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