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

DOI10.1080/07362994.2019.1695629zbMath1457.60123OpenAlexW2990409615WikidataQ126623896 ScholiaQ126623896MaRDI QIDQ5216267

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

Cites Work

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• Erratum to: ``An inverse first-passage problem for one-dimensional diffusions with random starting point
• Randomization in the first hitting time problem
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• The randomized first-hitting problem of continuously time-changed Brownian motion
• A review of the integrate-and-fire neuron model: II. Inhomogeneous synaptic input and network properties
• A review of the integrate-and-fire neuron model: I. Homogeneous synaptic input
• An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion
• Fractional Brownian Motions, Fractional Noises and Applications

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