First-passage phenomena and their applications

DOI10.1142/9104zbMATH Open1291.00067OpenAlexW636399929MaRDI QIDQ5169482FDOQ5169482

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Publication date: 10 July 2014

Full work available at URL: https://doi.org/10.1142/9104

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Mathematics Subject Classification ID

Applications of statistics (62Pxx) General applied mathematics (00A69) Brownian motion (60J65) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Proceedings of conferences of miscellaneous specific interest (00B25) Proceedings, conferences, collections, etc. pertaining to probability theory (60-06)

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• First-passage processes on a filamentous track in a dense traffic: optimizing diffusive search for a target in crowding conditions
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
• Search reliability and search efficiency of combined Lévy-Brownian motion: long relocations mingled with thorough local exploration
• A quasi birth-and-death model for tumor recurrence
• Lie symmetries methods in boundary crossing problems for diffusion processes
• The role of stochasticity in noise-induced tipping point cascades: a master equation approach
• Selfsimilar diffusions
• Optimal potentials for diffusive search strategies
• Optimization and growth in first-passage resetting
• Enhanced quantum transport in multiplex networks
• Information dimension of stochastic processes on networks: relating entropy production to spectral properties
• A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models
• Anomalous diffusion and random search in \textit{xyz}-comb: exact results
• First passage time distribution of a modified fractional diffusion equation in the semi-infinite interval
• Explicit form of the first-passage-time density for accelerating subdiffusion
• Statistical analysis of the first passage path ensemble of jump processes
• Markov stochasticity coordinates
• Resetting dynamics in a confining potential
• Stochastic resetting with stochastic returns using external trap
• First-passage duality
• Moments of global first passage time and first return time on tree-like fractals
• A fractional PDE for first passage time of time-changed Brownian motion and its numerical solution
• Approximation of the first passage time distribution for the birth-death processes
• Covariance of the running range of a Brownian trajectory
• First passage statistics for diffusing diffusivity
• Long-range memory test by the burst and inter-burst duration distribution
• Preface: new trends in first-passage methods and applications in the life sciences and engineering
• Diffusion across semi-permeable barriers: spectral properties, efficient computation, and applications
• Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
• Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets
• First Passage Statistics for the Capture of a Brownian Particle by a Structured Spherical Target with Multiple Surface Traps
• Closed form valuation of barrier options with stochastic barriers
• Run-and-tumble particles, telegrapher's equation and absorption problems with partially reflecting boundaries
• Trapping efficiency of random walks on weighted scale-free trees
• Trapping of Planar Brownian Motion: Full First Passage Time Distributions by Kinetic Monte Carlo, Asymptotic, and Boundary Integral Methods
• Order flow in the financial markets from the perspective of the fractional Lévy stable motion
• Optimizing Weighted Ensemble Sampling of Steady States
• Quantum renewal equation for the first detection time of a quantum walk
• Mean exit time for surface-mediated diffusion: spectral analysis and asymptotic behavior
• Exact first-passage time distributions for three random diffusivity models
• Statistics of diffusive encounters with a small target: three complementary approaches
• An encounter-based approach for restricted diffusion with a gradient drift
• Conditioning two diffusion processes with respect to their first-encounter properties
• First-passage statistics under stochastic resetting in bounded domains
• A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3
• Random search on comb
• The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
• Bessel-like birth-death process
• Random acceleration process on finite intervals under stochastic restarting
• Exact results for the first-passage properties in a class of fractal networks
• Persistence probabilities and exponents
• The stretch to stray on time: Resonant length of random walks in a transient
• The narrow escape problem in a circular domain with radial piecewise constant diffusivity
• Persistence exponents via perturbation theory: AR(1)-processes
• Extreme value statistics of ergodic Markov processes from first passage times in the large deviation limit
• First passage time moments of asymmetric Lévy flights
• Mitigating long transient time in deterministic systems by resetting
• Level crossing statistics in a biologically motivated model of a long dynamic protrusion: passage times, random and extreme excursions
• First passage time statistics for two-channel diffusion
• Scaling laws for diffusion on (trans)fractal scale-free networks
• Point cloud discretization of Fokker-Planck operators for committor functions
• First-passage properties of asymmetric Lévy flights
• A random walk perspective on hide-and-seek games
• Exact calculations of first-passage quantities on a class of weighted tree-like fractal networks
• Fractal and first-passage properties of a class of self-similar networks
• Optimization of escape kinetics by reflecting and resetting
• Inertial Lévy flights in bounded domains
• Kemeny's constant and global mean first passage time of random walks on octagonal cell network
• First-passage time statistics for non-linear diffusion
• Extremal statistics for a one-dimensional Brownian motion with a reflective boundary
• Relating absorbing and hard wall boundary conditions for a one-dimensional run-and-tumble particle
• A unifying representation of path integrals for fractional Brownian motions
• First-passage properties of bundled networks
• Effects of target anisotropy on harmonic measure and mean first-passage time
• Title not available (Why is that?)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
• Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach
• Selfsimilarity of diffusions’ first passage times
• Hazard-selfsimilarity of diffusions’ first passage times
• Extreme diffusion with point-sink killing fields: application to fast calcium signaling at synapses
• First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
• Fractional diffusion equations interpolate between damping and waves
• Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
• Entropy of sharp restart
• Survival in a nanoforest of absorbing pillars
• The dichotomous acceleration process in one dimension: position fluctuations
• Lipschitz continuity in the Hurst parameter of functionals of stochastic differential equations driven by a fractional Brownian motion
• A sluggish random walk with subdiffusive spread
• Global optimisation of the mean first passage time for narrow capture problems in elliptic domains
• Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
• A generalized kinetic model of fractional order transport dynamics with transit time heterogeneity in microvascular space
• First-passage time distribution of a Brownian motion: two unexpected journeys
• Chiral run-and-tumble Walker: transport and optimizing search
• Persistence probabilities of mixed FBM and other mixed processes
• First-passage times of multiple diffusing particles with reversible target-binding kinetics
• Age representation of Lévy walks: partial density waves, relaxation and first passage time statistics
• Controlling and optimizing the transport (search) efficiency with local information on a class of scale-free trees
• Backbone diffusion and first-passage dynamics in a comb structure with confining branches under stochastic resetting
• Mean-performance of sharp restart: II. Inequality roadmap
• Spatio-temporal dynamics of random transmission events: from information sharing to epidemic spread

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