The double barrier problem for Brownian motion with Poissonian resetting

DOI10.1088/1751-8121/AC864AOpenAlexW4289518622MaRDI QIDQ5876441FDOQ5876441

Authors: Javier Villarroel 

Publication date: 1 February 2023

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1751-8121/ac864a

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zbMATH Keywords

Brownian motionPoisson processescape probabilities

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• Stochastic dynamic models of response time and accuracy: A foundation primer
• Title not available (Why is that?)
• Theory and applications of stochastic processes. An analytical approach
• Diffusion with optimal resetting
• Random walk with restart: fast solutions and applications
• Local time of diffusion with stochastic resetting
• Markov Processes with Restart
• Diffusion under time-dependent resetting
• The statistical mechanics of the coagulation–diffusion process with a stochastic reset
• Hitting times for random walks with restarts
• Long time scaling behaviour for diffusion with resetting and memory
• Double-barrier first-passage times of jump-diffusion processes
• Stochastic resetting and applications
• Diffusion with resetting in arbitrary spatial dimension
• Stochastic search with Poisson and deterministic resetting
• Run and tumble particle under resetting: a renewal approach
• Optimal diffusive search: nonequilibrium resetting versus equilibrium dynamics
• Interacting Brownian motion with resetting
• Heterogeneous diffusion with stochastic resetting
• Continuous-time ballistic process with random resets

Cited In (6)

• Resetting dynamics in a confining potential
• The two-barrier escape problem for compound renewal processes with two-sided jumps
• Duality between random trap and barrier models
• The probability of an encounter of two Brownian particles before escape
• On the confinement property of two‐dimensional Brownian motion among poissonian obstacles
• Preface: stochastic resetting—theory and applications

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