Extreme hitting probabilities for diffusion*

DOI10.1088/1751-8121/ac8191OpenAlexW3206511542MaRDI QIDQ5872731

Sean D. Lawley, Samantha Linn

Publication date: 4 January 2023

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

Full work available at URL: https://arxiv.org/abs/2110.11277

zbMATH Keywords

diffusionfirst passage timeextreme value theoryhitting probabilityextreme statistics

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Diffusion processes (60J60) General theory of stochastic processes (60G07)

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Uses Software

• Matlab

Cites Work

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