We consider the double-barrier inverse first-passage time (IFPT) problem for Wiener process X(t), starting from a random position η. Let ab such that P(aηb)=1, and F an assigned distribution function. The problem consists of finding the distribution of η such that the first-exit time of X(t)...

We consider an inverse first-passage time (FPT) problem for a homogeneous one-dimensional diffusion X(t), starting from a random position η. Let S(t) be an assigned boundary, such that P(η≥S(0))=1, and F an assigned distribution function. The problem consists of finding the distribution of...