Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets
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DOI: 10.1088/1742-5468/abb6e4
Abstract: We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset.… read more here.
Keywords: multiple boundary; boundary local; time; first passage ... See more keywords
A boundary local time for one-dimensional super-Brownian motion and applications
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DOI: 10.1214/19-ejp303
Abstract: For a one-dimensional super-Brownian motion with density $X(t,x)$, we construct a random measure $L_t$ called the boundary local time which is supported on $\partial \{x:X(t,x) = 0\} =: BZ_t$, thus confirming a conjecture of Mueller,… read more here.
Keywords: local time; time; dimensional super; super brownian ... See more keywords