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Exact first-passage time distributions for three random diffusivity models
(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, ...