Abstract
We propose an approximation for the inverse first passage time problem. It is similar in spirit and method to the tangent approximation for the original first passage time problem. We provide evidence that the technique is quite accurate in many cases. We also identify some cases where the approximation performs poorly.
Citation
Jing-Sheng Song. Paul Zipkin. "An approximation for the inverse first passage time problem." Adv. in Appl. Probab. 43 (1) 264 - 275, March 2011. https://doi.org/10.1239/aap/1300198522
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