Computation of the Distribution of the Absorption Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions

Author:

Turin Riccardo,Magalang Juan,Aguilar Javier,Colombani Laetitia,Sanchez-Taltavull Daniel,Gatto Riccardo

Publisher

Elsevier BV

Reference58 articles.

1. 111 years of Brownian motion;X Bian;Soft Matter,2016

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4. Saddlepoint Approximations to the Probability of Ruin in Finite Time for the Compound Poisson Risk Process Perturbed by Diffusion;R Gatto;Methodology and Computing in Applied Probability,2016

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