当前位置: X-MOL 学术Stoch. Anal. Appl. › 论文详情
Our official English website, www.x-mol.net, welcomes your feedback! (Note: you will need to create a separate account there.)
An inverse problem for the first-passage place of some diffusion processes with random starting point
Stochastic Analysis and Applications ( IF 0.8 ) Pub Date : 2020-05-22 , DOI: 10.1080/07362994.2020.1768867
Mario Abundo 1
Affiliation  

Abstract We study an inverse problem for the first-passage place of a one-dimensional diffusion process X(t) (also with jumps), starting from a random position Let be the first time at which X(t) exits the interval and the probability of exit from the left of Given a probability the problem consists in finding the density g of η (if it exists) such that Some explicit examples are reported.

中文翻译:

一些具有随机起点的扩散过程首通道位置的反问题

摘要 我们研究了从随机位置开始的一维扩散过程 X(t)(也有跳跃)的首通道位置的逆问题,设 为 X(t) 第一次退出区间,并且从左边退出的概率 给定概率问题在于找到 η 的密度 g(如果存在),以便报告一些明确的例子。
更新日期:2020-05-22
down
wechat
bug