Markov Processes with Restart

DOI10.1239/jap/1389370093zbMath1295.60086arXiv1206.5674OpenAlexW1986890876MaRDI QIDQ5407020

Yi Zhang, Aleksey B. Piunovskiy, Konstantin E. Avrachenkov

Publication date: 4 April 2014

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.5674

zbMATH Keywords

geometric Brownian motionexponential ergodicitypositive Harris recurrencestandard Brownian motionMarkov process with restart

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov semigroups and applications to diffusion processes (47D07)

Related Items (10)

Properties of additive functionals of Brownian motion with resetting ⋮ Ergodic properties of generalized Ornstein-Uhlenbeck processes ⋮ COUNTABLE STATE MARKOV PROCESSES: NON-EXPLOSIVENESS AND MOMENT FUNCTION ⋮ Hitting times in Markov chains with restart and their application to network centrality ⋮ Target competition for resources under multiple search-and-capture events with stochastic resetting ⋮ A stable Cox-Ingersoll-Ross model with restart ⋮ Stochastic resetting and applications ⋮ Resetting dynamics in a confining potential ⋮ The double barrier problem for Brownian motion with Poissonian resetting ⋮ Non-linear diffusion with stochastic resetting

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