An inverse first-passage problem for one-dimensional diffusions with random starting point

DOI10.1016/j.spl.2011.09.005zbMath1231.60082MaRDI QIDQ654458

Mario Abundo

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

zbMATH Keywords

diffusion; first-passage time; inverse first-passage problem

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H05: Stochastic integrals

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