The inverse first-passage-place problem for Wiener processes (Q5024370)
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scientific article; zbMATH DE number 7466727
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The inverse first-passage-place problem for Wiener processes |
scientific article; zbMATH DE number 7466727 |
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The inverse first-passage-place problem for Wiener processes (English)
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31 January 2022
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first exit time
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Brownian motion
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diffusion processes
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Kolmogorov backward equation
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