Local time of diffusion with stochastic resetting
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Cites work
- A Guide to First-Passage Processes
- A spectral approach to survival probabilities in porous media
- Brownian Local Times and Taboo Processes
- Diffusion under time-dependent resetting
- Diffusion with optimal resetting
- Diffusion with resetting in arbitrary spatial dimension
- Diffusion with resetting in bounded domains
- Effects of refractory period on stochastic resetting
- First passage time statistics of Brownian motion with purely time dependent drift and diffusion
- scientific article; zbMATH DE number 742629 (Why is no real title available?)
- Kac's formula, levy's local time and brownian excursion
- Long time scaling behaviour for diffusion with resetting and memory
- Non-equilibrium steady states of stochastic processes with intermittent resetting
- Optimal diffusive search: nonequilibrium resetting versus equilibrium dynamics
- Properties of additive functionals of Brownian motion with resetting
- Péclet number governs transition to acceleratory restart in drift-diffusion
- Run and tumble particle under resetting: a renewal approach
- Some asymptotic properties of the local time of the uniform empirical process
- Stochastic resetting in underdamped Brownian motion
- Stochastic search with Poisson and deterministic resetting
- The local time distribution of a particle diffusing on a graph
- The statistical mechanics of the coagulation-diffusion process with a stochastic reset
Cited in
(32)- Local time of an Ornstein–Uhlenbeck particle
- Resetting with stochastic return through linear confining potential
- First-passage Brownian functionals with stochastic resetting
- The inspection paradox in stochastic resetting
- Subdiffusive search with home returns via stochastic resetting: a subordination scheme approach
- Autocorrelation functions and ergodicity in diffusion with stochastic resetting
- Péclet number governs transition to acceleratory restart in drift-diffusion
- Condensation transition in large deviations of self-similar Gaussian processes with stochastic resetting
- Diffusion with resetting in arbitrary spatial dimension
- Zero-current nonequilibrium state in symmetric exclusion process with dichotomous stochastic resetting
- Large deviations for Markov processes with stochastic resetting: analysis via the empirical density and flows or via excursions between resets
- Preface: new trends in first-passage methods and applications in the life sciences and engineering
- Stochastic resetting and applications
- Mean-performance of sharp restart I: statistical roadmap
- Random acceleration process under stochastic resetting
- Resetting dynamics in a confining potential
- Effect of stochastic resetting on Brownian motion with stochastic diffusion coefficient
- Stochastic resetting with stochastic returns using external trap
- The double barrier problem for Brownian motion with Poissonian resetting
- Accumulation time of stochastic processes with resetting
- Statistical fluctuations under resetting: rigorous results
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
- On a diffusion which stochastically restarts from moving random spatial positions: a non-renewal framework
- Weird Brownian motion
- The first-passage area of Wiener process with stochastic resetting
- Macroscopic fluctuation theory of local time in lattice gases
- Regular and anomalous diffusion. I: Foundations
- Time reversal of reflected Brownian motion with Poissonian resetting
- Local times for superdiffusions
- Effects of a moving barrier on the first-passage time of a diffusing particle under stochastic resetting
- Short-time large deviations of first-passage functionals for high-order stochastic processes
- Lévy search with stochastic resetting and finite-speed return: from non-reactive overhead to reactive detection
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