The randomized first-hitting problem of continuously time-changed Brownian motion

DOI10.3390/MATH6060091MaRDI QIDQ1634350zbMATH OpenOpenAlexWikidataFDO

Authors Mario Abundo

Publication date 18 December 2018

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3390/math6060091

zbMATH Keywords

diffusionfirst-passage timeinverse first-passage problem

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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• The effect of a random initial value in neural first-passage-time models
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Cited in

(7)

• An Excursion characterization of the first hitting time of Brownian motion in a smooth boundary
• An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
• An inverse problem for the first-passage place of some diffusion processes with random starting point
• Recurrent first hitting times in Wiener diffusion under several observation schemes
• On a first hit distribution of the running maximum of Brownian motion
• Randomization of a linear boundary in the first-passage problem of Brownian motion
• A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary

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