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

Annals of Applied Probability

Volumn 19, Issue 4, 2009, Pages 1319-1346

  Zucca, Cristina ^a   Sacerdote, Laura ^a  

^a UNIVERSITY OF TURIN   (Italy)

Author keywords

Inverse first passage problem; Stopping time; Wiener process

Indexed keywords

EID: 70049116470     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/08-AAP571     Document Type: Article

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