Inverse method of images

zbMath1001.60084MaRDI QIDQ1611563

Violet S. F. Lo, Henry E. Daniels, Gareth O. Roberts

Publication date: 21 August 2002

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

Brownian motionmethod of imagesboundary crossing probabilities

Mathematics Subject Classification ID

Brownian motion (60J65) Boundary theory for Markov processes (60J50)

Related Items (6)

On the method of images and the asymptotic behavior of first-passage times ⋮ Linear programming and the inverse method of images ⋮ Uniqueness of first passage time distributions via Fredholm integral equations ⋮ First passage time statistics of Brownian motion with purely time dependent drift and diffusion ⋮ An approximation for the inverse first passage time problem ⋮ Analytic crossing probabilities for certain barriers by Brownian motion

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