Statistics of first-passage Brownian functionals

DOI10.1088/1742-5468/ab6844zbMath1459.60170arXiv1911.06668OpenAlexW2989498558MaRDI QIDQ5856241

Baruch Meerson, Satya N. Majumdar

Publication date: 25 March 2021

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

Full work available at URL: https://arxiv.org/abs/1911.06668

Mathematics Subject Classification ID

Brownian motion (60J65) Dynamic and nonequilibrium phase transitions (general) in statistical mechanics (82C26)

Related Items (5)

First-passage Brownian functionals with stochastic resetting ⋮ The first-passage area of Wiener process with stochastic resetting ⋮ Local time of an Ornstein–Uhlenbeck particle ⋮ Area fluctuations on a subinterval of Brownian excursion ⋮ Statistics of the first passage area functional for an Ornstein–Uhlenbeck process

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