The Randomized First-Hitting Problem of Continuously Time-Changed Brownian Motion

Let X ( t ) be a continuously time-changed Brownian motion starting from a random position η , S ( t ) a given continuous, increasing boundary, with S ( 0 ) ≥ 0 , P ( η ≥ S ( 0 ) ) = 1 , and F an assigned distribution function. We study the inverse first-passag...

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Autor principal:	Mario Abundo
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2018-05-01
coleção:	Mathematics
Assuntos:	first-passage time inverse first-passage problem diffusion
Acesso em linha:	http://www.mdpi.com/2227-7390/6/6/91
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