Unbiased density computation for stochastic resetting
DOI10.1088/1751-8121/AD5B2EMaRDI QIDQ6572812
Publication date: 16 July 2024
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
fractional Brownian motionanomalous diffusionOrnstein-Uhlenbeck processesstochastic resettingPoisson resettingpartial resettingrenewal resetting
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
Cites Work
- Title not available (Why is that?)
- Numerical aspects of shot noise representation of infinitely divisible laws and related processes
- Diffusive search with spatially dependent resetting
- Stochastic calculus of variations in mathematical finance.
- Computation of Greeks and Multidimensional Density Estimation for Asset Price Models with Time-Changed Brownian Motion
- Diffusion under time-dependent resetting
- Long time scaling behaviour for diffusion with resetting and memory
- Estimating Multidimensional Density Functions Using the Malliavin–Thalmaier Formula
- A Method for Simulating Stable Random Variables
- Linear Problems for a Fractional Brownian Motion: Group Approach
- Cusping, transport and variance of solutions to generalized Fokker–Planck equations
- Autocorrelation functions and ergodicity in diffusion with stochastic resetting
- Solving Multidimensional Fractional Fokker--Planck Equations via Unbiased Density Formulas for Anomalous Diffusion Processes
- Diffusion with resetting in arbitrary spatial dimension
- Stochastic resetting and applications
- First-passage functionals for Ornstein–Uhlenbeck process with stochastic resetting
- Time-dependent probability density function for partial resetting dynamics
Related Items (1)
This page was built for publication: Unbiased density computation for stochastic resetting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6572812)