4.6 Article

Local time of an Ornstein-Uhlenbeck particle

Related references

Note: Only part of the references are listed.
Article Mechanics

Statistics of first-passage Brownian functionals

Satya N. Majumdar et al.

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2020)

Article Mechanics

Joint distribution of multiple boundary local times and related first-passage time problems with multiple targets

Denis S. Grebenkov

JOURNAL OF STATISTICAL MECHANICS-THEORY AND EXPERIMENT (2020)

Article Physics, Multidisciplinary

Local time of diffusion with stochastic resetting

Arnab Pal et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL (2019)

Article Physics, Multidisciplinary

Manifestations of Projection-Induced Memory: General Theory and the Tilted Single File

Alessio Lapolla et al.

FRONTIERS IN PHYSICS (2019)

Article Physics, Multidisciplinary

Introduction to dynamical large deviations of Markov processes

Hugo Touchette

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS (2018)

Article Physics, Mathematical

Diffusions conditioned on occupation measures

Florian Angeletti et al.

JOURNAL OF MATHEMATICAL PHYSICS (2016)

Review Physics, Multidisciplinary

Physics of microswimmers-single particle motion and collective behavior: a review

J. Elgeti et al.

REPORTS ON PROGRESS IN PHYSICS (2015)

Article Statistics & Probability

Large deviations for the boundary local time of doubly reflected Brownian motion

Martin Forde et al.

STATISTICS & PROBABILITY LETTERS (2015)

Article Physics, Mathematical

A Spectral Approach to Survival Probabilities in Porous Media

Binh T. Nguyen et al.

JOURNAL OF STATISTICAL PHYSICS (2010)

Review Physics, Multidisciplinary

The large deviation approach to statistical mechanics

Hugo Touchette

PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS (2009)

Article Physics, Mathematical

Residence time statistics for normal and fractional diffusion in a force field

E. Barkai

JOURNAL OF STATISTICAL PHYSICS (2006)

Article Physics, Condensed Matter

Occupation times and ergodicity breaking in biased continuous time random walks

G Bel et al.

JOURNAL OF PHYSICS-CONDENSED MATTER (2005)

Article Physics, Multidisciplinary

Mean joint residence time of two Brownian particles in a sphere

O Bénichou et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL (2005)

Article Physics, Multidisciplinary

On the connection between biased dichotomous diffusion and the one-dimensional Dirac equation

V Balakrishnan et al.

NEW JOURNAL OF PHYSICS (2005)

Article Physics, Multidisciplinary

The local time distribution of a particle diffusing on a graph

A Comtet et al.

JOURNAL OF PHYSICS A-MATHEMATICAL AND GENERAL (2002)