Statistics of the first passage area functional for an Ornstein–Uhlenbeck process
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Publication:5876390
DOI10.1088/1751-8121/abd677OpenAlexW3116362430MaRDI QIDQ5876390
Richard J. Martin, Michael J. Kearney
Publication date: 1 February 2023
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.13129
Related Items (5)
The first-passage area of Ornstein-Uhlenbeck process revisited ⋮ First-passage Brownian functionals with stochastic resetting ⋮ Crossover scaling functions in the asymmetric avalanche process ⋮ First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting ⋮ Exact calculation of the mean first-passage time of continuous-time random walks by nonhomogeneous Wiener–Hopf integral equations
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