On first passage times of sticky reflecting diffusion processes with double exponential jumps
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2019.93
Abstract: Abstract We explore the first passage problem for sticky reflecting diffusion processes with double exponential jumps. The joint Laplace transform of the first passage time to an upper level and the corresponding overshoot is studied.… read more here.
Keywords: sticky reflecting; reflecting diffusion; diffusion; processes double ... See more keywords
Metastability for telegraph processes in a double-well potential
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2025.10027
Abstract: We study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has one metastable uncertainty… read more here.
Keywords: double well; telegraph processes; processes double; well potential ... See more keywords