Translator Disclaimer
March 2011 An approximation for the inverse first passage time problem
Jing-Sheng Song, Paul Zipkin
Author Affiliations +
Adv. in Appl. Probab. 43(1): 264-275 (March 2011). DOI: 10.1239/aap/1300198522

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

Download 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

Information

Published: March 2011
First available in Project Euclid: 15 March 2011

zbMATH: 1217.60075
MathSciNet: MR2761157
Digital Object Identifier: 10.1239/aap/1300198522

Subjects:
Primary: 60J65
Secondary: 58J35, 65N21

Rights: Copyright © 2011 Applied Probability Trust

JOURNAL ARTICLE
12 PAGES

This article is only available to subscribers.
It is not available for individual sale.
+ SAVE TO MY LIBRARY

SHARE
Vol.43 • No. 1 • March 2011
Back to Top