Random acceleration process on finite intervals under stochastic restarting
From MaRDI portal
Publication:5152566
DOI10.1088/1742-5468/ac1664OpenAlexW3197595372WikidataQ112157362 ScholiaQ112157362MaRDI QIDQ5152566
Karol Capała, Bartłomiej Dybiec
Publication date: 24 September 2021
Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.05203
Related Items (5)
First-passage Brownian functionals with stochastic resetting ⋮ The inspection paradox in stochastic resetting ⋮ Autocorrelation functions and ergodicity in diffusion with stochastic resetting ⋮ Irregular gyration of a two-dimensional random-acceleration process in a confining potential ⋮ The first-passage-time moments for the Hougaard process and its Birnbaum-Saunders approximation
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Noise-induced transitions. Theory and applications in physics, chemistry, and biology
- Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
- Escape of an inertial Lévy flight particle from a truncated quartic potential well
- Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable Lévy processes
- On the first-passage time of integrated Brownian motion
- Overview: The constructive role of noise in fluctuation driven transport and stochastic resonance
- A Guide to First-Passage Processes
- An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
- To hit or to pass it over—remarkable transient behavior of first arrivals and passages for Lévy flights in finite domains
- The convex hull for a random acceleration process in two dimensions
- Diffusion with optimal resetting
- Occupation time statistics of the random acceleration model
- Time at which the maximum of a random acceleration process is reached
- On the Second‐Order Random Walk Model for Irregular Locations
- The one-sided barrier problem for an integrated ornstein-uhlenbeck process
- First passage and arrival time densities for Lévy flights and the failure of the method of images
- Absorption of a randomly accelerated particle: gambler's ruin in a different game
- First-passage times for the Uhlenbeck-Ornstein process
- First-Passage Densities of a Two-Dimensional Process
- Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
- Péclet number governs transition to acceleratory restart in drift-diffusion
- Living on the edge of instability
- First-Passage Phenomena and Their Applications
- On the First Passage of the Integrated Wiener Process
- INTEGRATION OF STOCHASTIC DIFFERENTIAL EQUATIONS ON A COMPUTER
- On the fluctuations of sums of random variables
- Stochastic resetting and applications
- Random acceleration process under stochastic resetting
- Resetting dynamics in a confining potential
- Brownian motors: noisy transport far from equilibrium
This page was built for publication: Random acceleration process on finite intervals under stochastic restarting
