Oskar Hallmann

collaborators

2 papers

math.PR2024

On first passage time problems of Brownian motion -- The inverse method of images revisited

Sören Christensen, Oskar Hallmann, Maike Klein

Let $W$ be a standard Brownian motion with $W_{0} = 0$ and let $b : [0, \infty) \to R$ be a continuous function with $b (0) > 0$ . In this article, we look at the classical…

math.PR2023

Uniqueness of First Passage Time Distributions via Fredholm Integral Equations

Sören Christensen, Simon Fischer, Oskar Hallmann

Let $W$ be a standard Brownian motion with $W_{0} = 0$ and let $b : R_{+} \to R$ be a continuous function with $b (0) > 0$ . The first passage time (from below) is then…