Now showing items 1-1 of 1

    • Exact first-passage time distributions for three random diffusivity models 

      Grebenkov, D. S.; Sposini, V.; Metzler, R.; Oshanin, G.; Seno, F. (2021-01-04)
      We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation $\dot{x}= \sqrt{2D_o V (B_t )} \xi_t$, where $\xi$ is a Gaussian white noise with zero mean, $D_0$ is a constant scale factor, ...