Exact first-passage time distributions for three random diffusivity models

DOI10.1088/1751-8121/ABD42CMaRDI QIDQ5876371zbMATH OpenOpenAlexFDO

Authors D. S. Grebenkov, Vittoria Sposini, Ralf Metzler, Gleb Oshanin, Flavio Seno

Publication date 1 February 2023

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2007.05765

zbMATH Keywords

first-passage timediffusing diffusivityLévy-Smirnov density

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX) Quantum theory (81-XX)

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(10)

• scientific article; zbMATH DE number 1563434 (Why is no real title available?)
• Regular and anomalous diffusion. I: Foundations
• Beta Brownian motion
• A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
• Hazard-selfsimilarity of diffusions’ first passage times
• First passage statistics for diffusing diffusivity
• Anomalous diffusion: fractional Brownian motion vs fractional Ito motion
• Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
• Spectral design of anomalous diffusion
• Probability distribution to obtain the characteristic passage time for different tri-stable potentials

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