First passage time and extremum properties of Markov and independent processes

DOI10.1007/BF01011968zbMath1255.60151OpenAlexW2061478230MaRDI QIDQ1933837

Yanyan Li

Publication date: 26 January 2013

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01011968

Mathematics Subject Classification ID

Related Items (7)

Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes ⋮ The effect of a random initial value in neural first-passage-time models ⋮ Refined distributions for a multi-risk stochastic process ⋮ Numerical solution of the Fokker-Planck equation via Chebyschev polynomial approximations with reference to first passage time probability density functions ⋮ Extrema statistics of Wiener-Einstein processes in one, two, and three dimensions ⋮ The effect of boundary absorption on longitudinal dispersion in steady laminar flows ⋮ A fractal approach for the statistics of extremes with application to evolutionary biology

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• Solutions for some diffusion processes with two barriers
• On the First Passage Time Probability Problem
• The First Passage Problem for a Continuous Markov Process
• On the Theory of the Brownian Motion II

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