Richard J. Martin

MaRDI QIDQ519920zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Statistics of the first passage area functional for an Ornstein–Uhlenbeck process Journal of Physics A: Mathematical and Theoretical	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 Journal of Physics A: Mathematical and Theoretical	2022-11-25	Paper
Analytical approximation to the multidimensional Fokker-Planck equation with steady state Journal of Physics A: Mathematical and Theoretical	2022-11-18	Paper
Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality Journal of Statistical Mechanics: Theory and Experiment	2021-03-02	Paper
First passage properties of a generalized Pólya urn Journal of Statistical Mechanics: Theory and Experiment	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 Journal of Physics A: Mathematical and Theoretical	2018-10-04	Paper
Infinite product expansion of the Fokker-Planck equation with steady-state solution Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences	2017-09-29	Paper
Integral representation of certain combinatorial recurrences Combinatorica	2017-03-31	Paper
Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces Journal of Physics A: Mathematical and Theoretical	2016-08-10	Paper
On correlations between certain random variables associated with first passage Brownian motion Journal of Physics A: Mathematical and Theoretical	2014-06-19	Paper
An exactly solvable self-convolutive recurrence Aequationes Mathematicae	2011-02-14	Paper
Airy asymptotics: the logarithmic derivative and its reciprocal Journal of Physics A: Mathematical and Theoretical	2010-01-05	Paper
The first-passage area for drifted Brownian motion and the moments of the Airy distribution Journal of Physics A: Mathematical and Theoretical	2007-10-08	Paper
On the finite-size scaling of clusters in compact directed percolation Journal of Physics A: Mathematical and General	2004-02-15	Paper
Möbius splines are closed under continuous iteration Aequationes Mathematicae	2003-03-13	Paper
A metric for ARMA processes IEEE Transactions on Signal Processing	2001-08-14	Paper

Research outcomes over time

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