An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion
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Publication:6198977
DOI10.1017/jpr.2023.39OpenAlexW4383106171MaRDI QIDQ6198977
Publication date: 23 February 2024
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/jpr.2023.39
diffusionBrownian motionboundary crossingstochastic orderinginverse first-passage-time problemsoft killing
Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)
Cites Work
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