Article ID Journal Published Year Pages File Type
1152054 Statistics & Probability Letters 2013 9 Pages PDF
Abstract

We consider the double-barrier inverse first-passage time (IFPT) problem for Wiener process X(t)X(t), starting from a random position ηη. Let a

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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The double-barrier inverse first-passage problem for Wiener process with random starting point
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