The double barrier problem for Brownian motion with Poissonian resetting

DOI10.1088/1751-8121/ac864aOpenAlexW4289518622MaRDI QIDQ5876441

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

zbMATH Keywords

Brownian motionPoisson processescape probabilities

Mathematics Subject Classification ID

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

Related Items

Preface: stochastic resetting—theory and applications, The two-barrier escape problem for compound renewal processes with two-sided jumps

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