Pages that link to "Item:Q5052735"

The following pages link to Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes (Q5052735):

Displaying 8 items.

• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit (Q5056234) (← links)
• Stochastic entropy production in diffusive systems (Q5059819) (← links)
• Preface: new trends in first-passage methods and applications in the life sciences and engineering (Q5869963) (← links)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries (Q5870723) (← links)
• Asymptotics for the fastest among N stochastic particles: role of an extended initial distribution and an additional drift component (Q5873972) (← links)
• Statistics of the first passage area functional for an Ornstein–Uhlenbeck process (Q5876390) (← links)
• Selfsimilarity of diffusions’ first passage times (Q5876391) (← links)
• Hazard-selfsimilarity of diffusions’ first passage times (Q5888042) (← links)