First-passage Brownian functionals with stochastic resetting
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Publication:5048849
DOI10.1088/1751-8121/AC677COpenAlexW4213402283MaRDI QIDQ5048849FDOQ5048849
Publication date: 16 November 2022
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2202.02715
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Cited In (14)
- Thermodynamic work of partial resetting
- Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces
- On a diffusion which stochastically restarts from moving random spatial positions: a non-renewal framework
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
- Random acceleration process under stochastic resetting
- Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
- The first-passage area of Wiener process with stochastic resetting
- Statistics of first-passage Brownian functionals
- Non-homogeneous random walks with stochastic resetting: an application to the Gillis model
- Statistical fluctuations under resetting: rigorous results
- The double barrier problem for Brownian motion with Poissonian resetting
- Local time of diffusion with stochastic resetting
- Preface: stochastic resetting—theory and applications
- The cost of stochastic resetting
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