One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/07362994.2014.959595
Reference48 articles.
1. Transient behavior of regulated Brownian motion, I: Starting at the origin
2. Transient behavior of regulated Brownian motion, II: Non-zero initial conditions
3. The double-barrier inverse first-passage problem for Wiener process with random starting point
4. An inverse first-passage problem for one-dimensional diffusions with random starting point
5. Limit at Zero of the First-Passage Time Density and the Inverse Problem for One-Dimensional Diffusions
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