First-passage problems for diffusion processes with state-dependent jumps
Sign Up to like & getrecommendations! Published in 2020 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2020.1784433
Abstract: Abstract Let X(t) be a time-homogeneous jump-diffusion process. We assume that the jump size depends on the value of X(t). We obtain analytical results for the moments of T(x) and of where T(x) is the… read more here.
Keywords: state dependent; first passage; passage problems; diffusion processes ... See more keywords
Thermodynamic bounds and symmetries in first-passage problems of fluctuating currents
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DOI: 10.1088/1367-2630/ae249e
Abstract: We develop a method for deriving thermodynamic bounds for first-passage problems of currents with two boundaries in Markov chains. Using this method, we derive a thermodynamic bound on the rate of dissipation in terms of… read more here.
Keywords: symmetries first; first passage; passage problems; fluctuating currents ... See more keywords