Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 18:44, 30 December 2024

scientific article; zbMATH DE number 7648067

Language	Label	Description	Also known as
English	Statistics of the first passage area functional for an Ornstein–Uhlenbeck process	scientific article; zbMATH DE number 7648067

Statements

scholarly article

0 references

Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (English)

0 references

Michael J. Kearney

0 references

Richard J. Martin

0 references

Journal of Physics A: Mathematical and Theoretical

0 references

publication date

1 February 2023

0 references

full work available at URL

https://arxiv.org/abs/2007.13129

0 references

zbMATH Keywords

stochastic process

0 references

first passage functional

0 references

asymptotic behaviour

0 references

MaRDI profile type

0 references

A Guide to First-Passage Processes

0 references

On the area under a continuous time Brownian motion till its first-passage time

0 references

The first-passage area for drifted Brownian motion and the moments of the Airy distribution

0 references

Study of Brownian functionals for a Brownian process model of snow melt dynamics with purely time dependent drift and diffusion

0 references

Polymer translocation across an oscillating nanopore: study of several distribution functions of relevant Brownian functionals. Brownian functionals of polymer translocation across oscillating nanopore

0 references

Barrierless reaction kinetics : different distribution functions of relevant Brownian functionals

0 references

Airy distribution function: from the area under a Brownian excursion to the maximal height of fluctuating interfaces

0 references

The distribution of the area under a Bessel excursion and its moments

0 references

Statistics of the first passage time of Brownian motion conditioned by maximum value or area

0 references

Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces

0 references

On correlations between certain random variables associated with first passage Brownian motion

0 references

On the joint distribution of first-passage time and first-passage area of drifted Brownian motion

0 references

Statistics of first-passage Brownian functionals

0 references

Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process

0 references

A diffusion approximation for a Markovian queue with reneging

0 references

Properties of the reflected Ornstein-Uhlenbeck process

0 references

Tail behaviour of the area under a random process, with applications to queueing systems, insurance and percolations

0 references

On the moments of the firing interval of the diffusion approximated model neuron

0 references

First-passage-time density and moments of the ornstein-uhlenbeck process

0 references

Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>

0 references

First passage statistics for diffusing diffusivity

0 references

Non-Gaussian diffusion of mixed origins

0 references

On the First Passage Time Probability Problem

0 references

Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes

0 references

On the first hitting time density for a reducible diffusion process

0 references

Analytical survival analysis of the Ornstein-Uhlenbeck process

0 references

Integrated stationary Ornstein-Uhlenbeck process, and double integral processes

0 references

Identifiers

Mathematics Subject Classification ID

0 references

0 references

zbMATH DE Number

0 references

0 references

10.1088/1751-8121/ABD677

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5876390

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5876390&oldid=39655219"