Properties of additive functionals of Brownian motion with resetting (Q5053491): Difference between revisions

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+Markov Processes with Restart
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+Hitting times in Markov chains with restart and their application to network centrality
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+Intermittent Search Processes: Chance Against Strategy
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+The extinction time of a birth, death and catastrophe process and of a related diffusion model
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+A continuous-time Ehrenfest model with catastrophes and its jump-diffusion approximation
+Normal rank
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+Diffusion with optimal resetting
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+Normal rank
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+Optimal diffusive search: nonequilibrium resetting versus equilibrium dynamics
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+Fluctuation relations without uniform large deviations
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+Current fluctuations in stochastic systems with long-range memory
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+Phase transitions in large deviations of reset processes
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+Large deviations
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+Brownian excursion area, wright's constants in graph enumeration, and other Brownian areas
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+On the Average of a Certain Wiener Functional and a Related Limit Theorem in Calculus of Probability
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+Stationary probabilities for a simple immigration-birth-death process under the influence of total catastrophes
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+Large deviations of the current in stochastic collisional dynamics
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+Optimal speedup of Las Vegas algorithms
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+Normal rank
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+Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces
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+On the maximum and absorption time of left-continuous random walk
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+On the distribution of the integral of the absolute value of the Brownian motion
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+Q4451061
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+Introduction to dynamical large deviations of Markov processes
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