---
_id: '61541'
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>
author:
- first_name: Alexander
  full_name: Klump, Alexander
  last_name: Klump
- first_name: Martin
  full_name: Kolb, Martin
  last_name: Kolb
citation:
  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>
  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>
  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}
    }'
  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>.'
  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>.
  short: A. Klump, M. Kolb, Journal of Applied Probability 61 (2023) 279–300.
date_created: 2025-10-07T13:08:06Z
date_updated: 2025-10-07T13:08:39Z
doi: 10.1017/jpr.2023.39
intvolume: '        61'
issue: '1'
language:
- iso: eng
page: 279-300
publication: Journal of Applied Probability
publication_identifier:
  issn:
  - 0021-9002
  - 1475-6072
publication_status: published
publisher: Cambridge University Press (CUP)
status: public
title: An elementary approach to the inverse first-passage-time problem for soft-killed
  Brownian motion
type: journal_article
user_id: '48880'
volume: 61
year: '2023'
...