An inverse first-passage problem for one-dimensional diffusions with random starting point

DOI10.1016/j.spl.2011.09.005zbMath1231.60082OpenAlexW2067711269MaRDI QIDQ654458

Mario Abundo

Publication date: 28 December 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.09.005

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)

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