Randomization of a linear boundary in the first-passage problem of Brownian motion

DOI10.1080/07362994.2019.1695629MaRDI QIDQ5216267zbMATH OpenOpenAlexWikidataFDO

Authors Mario Abundo

Publication date 17 February 2020

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2019.1695629

zbMATH Keywords

Brownian motionfirst-passage timeinverse first-passage-time problem

Mathematics Subject Classification ID

Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
• A review of the integrate-and-fire neuron model: II. Inhomogeneous synaptic input and network properties
• An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
• Erratum to: ``An inverse first-passage problem for one-dimensional diffusions with random starting point
• Fractional Brownian Motions, Fractional Noises and Applications
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 7640323 (Why is no real title available?)
• Randomization in the first hitting time problem
• Some randomized first-passage problems for one-dimensional diffusion processes
• The effect of a random initial value in neural first-passage-time models
• The randomized first-hitting problem of continuously time-changed Brownian motion

Cited in

(7)

• Randomization in the first hitting time problem
• The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary
• A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary
• RECTILINEAR AND BROWNIAN MOTION FROM A RANDOM POINT IN A CONVEX REGION
• An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
• scientific article; zbMATH DE number 5492190 (Why is no real title available?)
• Some randomized first-passage problems for one-dimensional diffusion processes

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