[{"issue":"1","publication_status":"published","publication_identifier":{"issn":["0021-9002","1475-6072"]},"citation":{"mla":"Klump, Alexander, and Martin Kolb. “An Elementary Approach to the Inverse First-Passage-Time Problem for Soft-Killed Brownian Motion.” <i>Journal of Applied Probability</i>, vol. 61, no. 1, Cambridge University Press (CUP), 2023, pp. 279–300, doi:<a href=\"https://doi.org/10.1017/jpr.2023.39\">10.1017/jpr.2023.39</a>.","bibtex":"@article{Klump_Kolb_2023, title={An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion}, volume={61}, DOI={<a href=\"https://doi.org/10.1017/jpr.2023.39\">10.1017/jpr.2023.39</a>}, number={1}, journal={Journal of Applied Probability}, publisher={Cambridge University Press (CUP)}, author={Klump, Alexander and Kolb, Martin}, year={2023}, pages={279–300} }","short":"A. Klump, M. Kolb, Journal of Applied Probability 61 (2023) 279–300.","apa":"Klump, A., &#38; Kolb, M. (2023). An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. <i>Journal of Applied Probability</i>, <i>61</i>(1), 279–300. <a href=\"https://doi.org/10.1017/jpr.2023.39\">https://doi.org/10.1017/jpr.2023.39</a>","ama":"Klump A, Kolb M. An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion. <i>Journal of Applied Probability</i>. 2023;61(1):279-300. doi:<a href=\"https://doi.org/10.1017/jpr.2023.39\">10.1017/jpr.2023.39</a>","chicago":"Klump, Alexander, and Martin Kolb. “An Elementary Approach to the Inverse First-Passage-Time Problem for Soft-Killed Brownian Motion.” <i>Journal of Applied Probability</i> 61, no. 1 (2023): 279–300. <a href=\"https://doi.org/10.1017/jpr.2023.39\">https://doi.org/10.1017/jpr.2023.39</a>.","ieee":"A. Klump and M. Kolb, “An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion,” <i>Journal of Applied Probability</i>, vol. 61, no. 1, pp. 279–300, 2023, doi: <a href=\"https://doi.org/10.1017/jpr.2023.39\">10.1017/jpr.2023.39</a>."},"intvolume":"        61","page":"279-300","year":"2023","author":[{"first_name":"Alexander","last_name":"Klump","full_name":"Klump, Alexander"},{"last_name":"Kolb","full_name":"Kolb, Martin","first_name":"Martin"}],"date_created":"2025-10-07T13:08:06Z","volume":61,"publisher":"Cambridge University Press (CUP)","date_updated":"2025-10-07T13:08:39Z","doi":"10.1017/jpr.2023.39","title":"An elementary approach to the inverse first-passage-time problem for soft-killed Brownian motion","type":"journal_article","publication":"Journal of Applied Probability","status":"public","abstract":[{"lang":"eng","text":"<jats:title>Abstract</jats:title><jats:p>We prove existence and uniqueness for the inverse-first-passage time problem for soft-killed Brownian motion using rather elementary methods relying on basic results from probability theory only. We completely avoid the relation to a suitable partial differential equation via a suitable Feynman–Kac representation, which was previously one of the main tools.</jats:p>"}],"user_id":"48880","_id":"61541","language":[{"iso":"eng"}]}]