On first passage time problems of Brownian motion -- The inverse method of images revisited

arXiv2404.16615MaRDI QIDQ6532041FDOQ6532041

Maike Klein, Oskar Hallmann, Søren Tørholm Christensen

Mathematics Subject Classification ID

Linear programming (90C05) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

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