First-passage Brownian functionals with stochastic resetting

DOI10.1088/1751-8121/AC677CMaRDI QIDQ5048849zbMATH OpenOpenAlexFDO

Authors Prashant Singh, Arnab Pal

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

zbMATH Keywords

first passage timeBrownian functionalsstochastic resetting

Mathematics Subject Classification ID

Brownian motion (60J65)

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Cited in

(18)

• The cost of stochastic resetting
• Thermodynamic work of partial resetting
• Normalized functionals of first passage Brownian motion and a curious connection with the maximal relative height of fluctuating interfaces
• Autocorrelation functions and ergodicity in diffusion with stochastic resetting
• Properties of additive functionals of Brownian motion with resetting
• 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
• Winding number of a Brownian particle on a ring under stochastic resetting
• Random acceleration process under stochastic resetting
• Diffusion under time-dependent 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

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