A winding problem for a resonator driven by a white noise

Cited in

(56)

Fractional diffusion equations and processes with randomly varying time
Stochastic oscillators
Wiener-Hopf factorisation of Brownian motion
Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
Last hitting time for the integral of the Brownian motion
Local asymptotic classes for the successive primitives of Brownian motion
Quadratic functionals and small ball probabilities for the \(m\)-fold integrated Brownian motion
First-passage problems for degenerate two-dimensional diffusion processes
Integrated Brownian motion, conditioned to be positive
Absorption of a randomly accelerated particle: recent results for partially absorbing and inelastic boundaries
Occupation time of a randomly accelerated particle on the positive half axis: results for the first five moments
Nonuniqueness for the kinetic Fokker-Planck equation with inelastic boundary conditions
The Vlasov-Poisson-Fokker-Planck equation in an interval with kinetic absorbing boundary conditions
Approach to the steady state in kinetic models with thermal reservoirs at different temperatures
An asymptotic formula for the Kolmogorov diffusion and a refinement of Sinai's estimates for the integral of Brownian motion
Universality of the asymptotics of the one-sided exit problem for integrated processes
Excursions of the integral of the Brownian motion
A stable Langevin model with diffusive-reflective boundary conditions
Record statistics of integrated random walks and the random acceleration process
Gradient bounds for Kolmogorov type diffusions
Exit times for integrated random walks
Lagrangian stochastic models with specular boundary condition
Existence of pathwise unique Langevin processes on polytopes with perfect reflection at the boundary
Pinning and wetting transition for (1\(+\)1)-dimensional fields with Laplacian interaction
Some limiting laws associated with the integrated Brownian motion
Persistence probabilities and exponents
Langevin process reflected on a partially elastic boundary. II
Occupation time statistics of the random acceleration model
A characterization of the first hitting time of double integral processes to curved boundaries
Mean First-Passage Time to Zero for Wear Processes
Exceedance of power barriers for integrated continuous-time stationary ergodic stable processes
Persistence of iterated partial sums
Multiresolution Hilbert approach to multidimensional Gauss-Markov processes
Chung’s law for integrated Brownian motion
On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries
A remark on positive sojourn times of symmetric processes
Stochastic Lagrangian method for downscaling problems in computational fluid dynamics
Persistence of integrated stable processes
A Markovian event-based framework for stochastic spiking neural networks
Coupling the Kolmogorov diffusion: maximality and efficiency considerations
Stationary Measures for the Flow of a Linear Differential Equation Driven by White Noise
Random acceleration process under stochastic resetting
Invariance principles for integrated random walks conditioned to stay positive
Exact solution to a first-passage problem for an Ornstein-Uhlenbeck process with jumps and its integral
A first-passage-place problem for integrated diffusion processes
On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
A Langevin process reflected at a partially elastic boundary. I
The dichotomous acceleration process in one dimension: position fluctuations
Side boundary potentials for a Kolmogorov-type PDE
A first-passage problem for exponential integrated diffusion processes
An improved uniqueness result for a system of SDE related to the stochastic wave equation
The Fokker-Planck equation with absorbing boundary conditions
Some explicit distributions related to the first exit time from a bounded interval for certain functionals of Brownian motion
Clustering in a stochastic model of one-dimensional gas
Hitting law asymptotics for a fluctuating Brownian functional
On the probability that integrated random walks stay positive

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