{
  "id": "1509.03448",
  "version": "v1",
  "published": "2015-09-11T10:10:08.000Z",
  "updated": "2015-09-11T10:10:08.000Z",
  "title": "A randomized first-passage problem for drifted Brownian motion subject to hold and jump from a boundary",
  "authors": [
    "Mario Abundo"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We study an inverse first-passage-time problem for Wiener process $X(t)$ subject to hold and jump from a boundary $c.$ Let be given a threshold $S>X(0) \\ge c,$ and a distribution function $F$ on $[0, + \\infty ).$ The problem consists in finding the distribution of the holding time at $c$ and the distribution of jumps from $c,$ so that the first-passage time of $X(t)$ through $S$ has distribution $F.$",
  "revisions": [
    {
      "version": "v1",
      "updated": "2015-09-11T10:10:08.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60H05",
      "60H10"
    ],
    "keywords": [
      "drifted brownian motion subject",
      "randomized first-passage problem",
      "inverse first-passage-time problem",
      "first-passage time",
      "problem consists"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2015arXiv150903448A"
    }
  }
}