Articles with "brownian bridge" as a keyword



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Strongly constrained stochastic processes: the multi-ends Brownian bridge

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Published in 2019 at "Journal of Statistical Mechanics: Theory and Experiment"

DOI: 10.1088/1742-5468/ab4bbc

Abstract: In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction… read more here.

Keywords: strongly constrained; stochastic processes; constrained stochastic; processes multi ... See more keywords
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Optimal Resetting Brownian Bridges via Enhanced Fluctuations.

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Published in 2022 at "Physical review letters"

DOI: 10.1103/physrevlett.128.200603

Abstract: We introduce a resetting Brownian bridge as a simple model to study search processes where the total search time t_{f} is finite and the searcher returns to its starting point at t_{f}. This is simply… read more here.

Keywords: brownian bridges; resetting rate; brownian bridge; resetting brownian ... See more keywords