The next meeting of the

National Seminar on Probability and Statistics

will be held on March 1, 2023, at 2:00 p.m. (UTC +2) in Room 403 of the Institute of Mathematics and Informatics.

A talk on:

The inverse first-passage time problem for Brownian motion

will be delivered by

Alexander Klump (postdoctoral fellow (DAAD) at the IMI-BAS).

Abstract: Given a fixed probability distribution on the positive real numbers, the inverse first-passage time problem is to find a time-varying boundary such that the first-passage time by a Brownian motion over that boundary has the fixed distribution. The aim of this talk is to give an overview of the existing literature, which is concerned with existence, uniqueness and properties of solutions, as well as to present an approach to uniqueness and properties by stochastic order relations.