Exit and occupation times for Brownian motion on graphs with general drift and diffusion constant

DOI10.1088/1751-8113/42/1/015004zbMath1154.82315arXiv0810.4636OpenAlexW4297784168MaRDI QIDQ5504714

Olivier Bénichou, Jean Desbois

Publication date: 22 January 2009

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0810.4636

Mathematics Subject Classification ID

Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical thermodynamics (82B30)

Related Items (5)

Last-passage time for linear diffusions and application to the emptying time of a box ⋮ Continuous‐time multi‐type Ehrenfest model and related Ornstein–Uhlenbeck diffusion on a star graph ⋮ Kinetics of active surface-mediated diffusion in spherically symmetric domains ⋮ Occupation times for single-file diffusion ⋮ Brownian motions on metric graphs

This page was built for publication: Exit and occupation times for Brownian motion on graphs with general drift and diffusion constant