The First-Passage Area of Wiener Process with Stochastic Resetting
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-023-10069-4.pdf
Reference31 articles.
1. Abramowitz M, Stegun IA (1965) Handbook of mathematical functions: With formulas, graphs, and mathematical tables. Dover, New York
2. Abundo M (2013) On the first-passage area of a one-dimensional jump-diffusion process. Methodol Comput Appl Probab 15:85–103. https://doi.org/10.1007/s11009-011-9223-1
3. Abundo M (2023) The first-passage area of Ornstein-Uhlenbeck process revisited. Stoch Anal Appl 41(2):358–376. https://doi.org/10.1080/07362994.2021.2018335
4. Abundo M, Furia S (2019) Joint distribution of first-passage time and first-passage area of certain Lèvy processes. Methodol Comput Appl Probab 21:1283–1302. https://doi.org/10.1007/s11009-018-9677-5
5. Abundo M, Del Vescovo D (2017) On the joint distribution of first-passage time and first-passage area of drifted Brownian motion. Methodol Comput Appl Probab 19:985–996. https://doi.org/10.1007/s11009-017-9546-7
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