Long- and short-time asymptotics of the first-passage time of the Ornstein–Uhlenbeck and other mean-reverting processes
Author:
Publisher
IOP Publishing
Subject
General Physics and Astronomy,Mathematical Physics,Modelling and Simulation,Statistics and Probability,Statistical and Nonlinear Physics
Link
http://iopscience.iop.org/article/10.1088/1751-8121/ab0836/pdf
Reference54 articles.
1. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process1
2. First-passage distributions for the one-dimensional Fokker-Planck equation
3. Geometry-controlled kinetics
Cited by 19 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Hazard-selfsimilarity of diffusions’ first passage times;Journal of Physics A: Mathematical and Theoretical;2023-04-05
2. Approximating the first passage time density from data using generalized Laguerre polynomials;Communications in Nonlinear Science and Numerical Simulation;2023-04
3. Stationary nonequilibrium bound state of a pair of run and tumble particles;Physical Review E;2021-10-04
4. Exact solutions of the two-side exit time problems for the Vasicek model;Communications in Statistics - Theory and Methods;2021-05-02
5. Asymptotics for the fastest among N stochastics particles: role of an extended initial distribution and an additional drift component;Journal of Physics A: Mathematical and Theoretical;2021-04-09
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3