Extremal statistics for first-passage trajectories of drifted Brownian motion under stochastic resetting
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Cites work
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Cited in
(5)- The first-passage area of Wiener process with stochastic resetting
- Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
- First-passage and extreme value statistics for overdamped Brownian motion in a linear potential
- Optimal conditions for first passage of jump processes with resetting
- Extreme value statistics of first-passage trajectories of resetting Brownian motion in an interval
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