First passage time problems for a class of master equations with separable kernels

DOI10.1016/0378-4371(83)90109-7zbMath0513.60086OpenAlexW2064431588MaRDI QIDQ1050714

George H. Weiss, Attila Szabo

Publication date: 1983

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-4371(83)90109-7

zbMATH Keywords

master equationslong-range jumpspassage time problems

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Applications of branching processes (60J85)

Related Items (2)

Statistics of bounded processes driven by Poisson white noise ⋮ Stochastic dynamics and passage times for diffusion approximations

Cites Work

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• An Exact Solution of the Two Group Milne Problem by the Method of Wiener and Hopf
• Random Walks with Nonnearest Neighbor Transitions. I. Analytic 1-D Theory for Next-Nearest Neighbor and Exponentially Distributed Steps
• Expansion of the Master Equation for One-Dimensional Random Walks with Boundary

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