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20092025
most citedOn the inverse first-passage-time problem for a Wiener process

49 citations · 159 across the 22 of their papers we have counts for

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math.PR2023

Some exact results on Lindley process with Laplace jumps

Emanuele Lucrezia, Laura Sacerdote, Cristina Zucca

We consider a Lindley process with Laplace distributed space increments. We obtain closed form recursive expressions for the density function of the position of the process and for…