The Inverse First Passage Time Problem for killed Brownian motion

Speaker: Alex Hening from Tufts Date and Time: 10/08/19, 4-5pm Abstract: The inverse firat passage time problem asks whether, for a Brownian motion B and a nonnegative random variable ζ, there exists a time-varying barrier b such that P{B s > b(s), 0 ≤ s ≤ t} = P{ζ > t}. We study a ”smoothed” version […]