An inverse first-passage problem for one-dimensional diffusions with random starting point
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Publication:654458
DOI10.1016/j.spl.2011.09.005zbMath1231.60082MaRDI QIDQ654458
Publication date: 28 December 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.005
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60H05: Stochastic integrals
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