scientific article; zbMATH DE number 7640323

zbMath1502.60119MaRDI QIDQ5060535

Mario Abundo

Publication date: 10 January 2023

Full work available at URL: https://dimie.unibas.it/site/home/info/documento3012448.html

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zbMATH Keywords

diffusionfirst-passage timeinverse first-passage problem

Mathematics Subject Classification ID

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

Related Items (8)

Uniqueness of the Inverse First-Passage Time Problem and the Shape of the Shiryaev Boundary ⋮ The randomized first-hitting problem of continuously time-changed Brownian motion ⋮ On the empirical estimator of the boundary in inverse first-exit problems ⋮ Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem ⋮ An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion ⋮ An inverse problem for the first-passage place of some diffusion processes with random starting point ⋮ Randomization of a linear boundary in the first-passage problem of Brownian motion ⋮ An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion

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