An inverse first-passage problem for one-dimensional diffusions with random starting point
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference17 articles.
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3. Limit at zero of the first-passage time density and the inverse problem for one-dimensional diffusions;Abundo;Stoch. Anal. Appl.,2006
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5. The first passage problem for a continuous Markov process;Darling;Ann. Math. Statist.,1953
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