Universal excursion and bridge shapes in ABBM/CIR/Bessel processes

DOI10.1088/1742-5468/ac1404OpenAlexW3195856241MaRDI QIDQ5152588

Andrea Baldassarri

Publication date: 24 September 2021

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.04504

zbMATH Keywords

Brownian motionavalanchesstochastic particle dynamicsBarkhausen noise

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (1)

Transport properties of diffusive particles conditioned to survive in trapping environments

Cites Work

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