12 citations · 16 across the 4 of their papers we have counts for
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math.PR2009★ 4 cited
Randomized First Passage Times
Sebastian Jaimungal, Alex Kreinin, Angelo Valov
In this article we study a problem related to the first passage and inverse first passage time problems for Brownian motions originally formulated by Jackson, Kreinin and Zhang (20…
math.PR2009★ 12 cited
Integral Equations and the First Passage Time of Brownian Motions
Sebastian Jaimungal, Alex Kreinin, Angelo Valov
The first passage time problem for Brownian motions hitting a barrier has been extensively studied in the literature. In particular, many incarnations of integral equations which l…