On the inverse first-passage-time problem for a Wiener process-Reference-Cited by-同舟云学术

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On the inverse first-passage-time problem for a Wiener process

Published:2009-08-01 Issue:4 Volume:19 Page:
ISSN:1050-5164
Container-title:The Annals of Applied Probability
language:
Short-container-title:Ann. Appl. Probab.

Author:

Zucca Cristina,Sacerdote Laura

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://projecteuclid.org/download/pdfview_1/euclid.aoap/1248700619

Cited by 35 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion;Journal of Applied Probability;2023-07-04

2. The Inverse First-passage Time Problem as Hydrodynamic Limit of a Particle System;Methodology and Computing in Applied Probability;2023-03

3. A novel failure time estimation method for degradation analysis based on general nonlinear Wiener processes;Reliability Engineering & System Safety;2023-02

4. Higher-Order Regularity of the Free Boundary in the Inverse First-Passage Problem;SIAM Journal on Mathematical Analysis;2022-08

5. The inverse first-passage-place problem for Wiener processes;Stochastic Analysis and Applications;2021-02-23

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