On the inverse first-passage-time problem for a Wiener process

Cristina Zucca, Laura Sacerdote

The inverse first-passage problem for a Wiener process $(W_t{)}_{t\ge 0}$ seeks to determine a function $b:{\mathbb{R}}_{+}\to \mathbb{R}$ such that \[τ=\inf\{t>0| W_t\ge b(t)\}\] has…