The first-passage area of Wiener process with stochastic resetting
Probability
2023-06-22 v1
Abstract
For a one-dimensional Wiener process with stochastic resetting , obtained from an underlying Wiener process we study the statistical properties of its first-passage time through zero, when starting from and its first-passage area, that is the random area enclosed between the time axis and the path of the process up to the first-passage time through zero. By making use of solutions of certain associated ODEs, we are able to find explicit expressions for the Laplace transforms of the first-passage time and the first-passage area, and their single and joint moments.
Keywords
Cite
@article{arxiv.2306.12154,
title = {The first-passage area of Wiener process with stochastic resetting},
author = {Mario Abundo},
journal= {arXiv preprint arXiv:2306.12154},
year = {2023}
}