Advanced search
Publication Cover
Stochastic Analysis and Applications Volume 37, 2019 - Issue 5
Submit an article Journal homepage
236
Views
5
CrossRef citations to date
0
Altmetric
Articles

An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion

Mario AbundoDipartimento di Matematica, Università “Tor Vergata”, Rome, ItalyCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0001-9388-6733
ORCID Icon
Pages 708-716 | Received 28 Mar 2019, Accepted 14 Apr 2019, Published online: 03 May 2019

Citations (5)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (3)

Mario Abundo. (2021) On the first-passage times of certain Gaussian processes, and related asymptotics. Stochastic Analysis and Applications 39:4, pages 712-727.
Read now
Mario Abundo. (2020) An inverse problem for the first-passage place of some diffusion processes with random starting point. Stochastic Analysis and Applications 38:6, pages 1122-1133.
Read now
Mario Abundo. (2020) Randomization of a linear boundary in the first-passage problem of Brownian motion. Stochastic Analysis and Applications 38:2, pages 343-351.
Read now

Articles from other publishers (2)

Virginia Giorno & Amelia G. Nobile. (2022) On the Absorbing Problems for Wiener, Ornstein–Uhlenbeck, and Feller Diffusion Processes: Similarities and Differences. Fractal and Fractional 7:1, pages 11.
Crossref
Mario Abundo. (2022) Some examples of solutions to an inverse problem for the first-passage place of a jump-diffusion process. Control and Cybernetics 51:1, pages 31-42.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.