Exploring the State of a Stochastic System via Stochastic Simulations: An Interesting Inversion Problem and the Health State Function

On the First Passage Time Probability Problem

A. J. F. Siegert · Physical Review · 1951 · 469 citations

Engineering, Mathematics, Physics +14

Boundary crossing probability for Brownian motion and general boundaries

Liqun Wang, Klaus Pötzelberger · Journal of Applied Probability · 1997 · 144 citations

Engineering, Computational Engineering, Probability Theory +14

On an integral equation for first-passage-time probability densities

Luigi M. Ricciardi, Laura Sacerdote, Shunsuke Sato · Journal of Applied Probability · 1984 · 80 citations

Engineering, Mathematics, Differential Equations +16

Dynamic modelling of life table data

Jacques Janssen, Charilaos Skiadas · Applied Stochastic Models and Data Analysis · 1995 · 59 citations

Business, Demography, Stochastic Modeling +16

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

Cristina Zucca, Laura Sacerdote · The Annals of Applied Probability · 2009 · 48 citations · Full text

Engineering, Computer Science, Process Systems Engineering +13