An approximation for the inverse first passage time problem
Journal Article (Journal Article)
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. © Applied Probability Trust 2011.
Full Text
Duke Authors
Cited Authors
- Song, JS; Zipkin, P
Published Date
- March 1, 2011
Published In
Volume / Issue
- 43 / 1
Start / End Page
- 264 - 275
International Standard Serial Number (ISSN)
- 0001-8678
Digital Object Identifier (DOI)
- 10.1239/aap/1300198522
Citation Source
- Scopus