Richard J. Martin

Available identifiers

zbMath Open martin.richard-jMaRDI QIDQ519920

List of research outcomes

Publication	Date of Publication	Type
Statistics of the first passage area functional for an Ornstein–Uhlenbeck process	2023-02-01	Paper
Black-Scholes without stochastics or PDEs	2023-01-24	Paper
Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes	2022-11-25	Paper
Analytical approximation to the multidimensional Fokker–Planck equation with steady state	2022-11-18	Paper
Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality	2021-03-02	Paper
First passage properties of a generalized Pólya urn	2020-08-11	Paper
Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes	2018-10-30	Paper
Time since maximum of Brownian motion and asymmetric Lévy processes	2018-10-04	Paper
Infinite product expansion of the Fokker–Planck equation with steady-state solution	2017-09-29	Paper
Integral representation of certain combinatorial recurrences	2017-03-31	Paper
Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces	2016-08-10	Paper
On correlations between certain random variables associated with first passage Brownian motion	2014-06-19	Paper
An exactly solvable self-convolutive recurrence	2011-02-14	Paper
Airy asymptotics: the logarithmic derivative and its reciprocal	2010-01-05	Paper
The first-passage area for drifted Brownian motion and the moments of the Airy distribution	2007-10-08	Paper
On the finite-size scaling of clusters in compact directed percolation	2004-02-15	Paper
Möbius splines are closed under continuous iteration	2003-03-13	Paper
A metric for ARMA processes	2001-08-14	Paper

Research outcomes over time

Doctoral students

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