Cover Image

Optimization in the first-passage problem of a diffusion with Poissonian resetting

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Abundo, Mario
Format:	Preprint
Published:	2025
Subjects:	Probability 60J60, 60H05, 60H10
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Study of direct and inverse first-exit problems for drifted Brownian motion with Poissonian resetting
by: Abundo, Mario
Published: (2025)

Scaling limit of first passage percolation geodesics on planar maps
by: Kammerer, Emmanuel
Published: (2024)

Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)

A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
by: Maurer, Paul, et al.
Published: (2025)

Affine constraints in non-reversible diffusions with degenerate noise
by: Hartmann, Carsten, et al.
Published: (2025)

On the parabolic Adams theorem and its applications to diffusion processes
by: Krylov, N. V.
Published: (2026)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)

On weak and strong solutions of time inhomogeneous Itô's equations with VMO diffusion and Morrey drift
by: Krylov, N. V.
Published: (2023)

On strong solutions of time inhomogeneous Itô's equations with Morrey diffusion gradient and drift. A supercritical case
by: Krylov, N. V.
Published: (2022)

Stochastic selection problem for a Stratonovich SDE with power non-linearity
by: Pavlyukevich, Ilya, et al.
Published: (2023)

On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
by: Belfadli, R., et al.
Published: (2025)

Hörmander properties of discrete time Markov processes
by: Rey, Clément
Published: (2024)

A probabilistic representation of the derivative of a one dimensional killed diffusion semigroup
by: Crisan, Dan, et al.
Published: (2023)

On sufficient conditions of transience for a stochastic differential equation with switching
by: Mosievich, Kirill
Published: (2022)

Critical stationary fluctuations in reaction--diffusion processes
by: Cardoso, Luis, et al.
Published: (2026)

Freidlin-Wentzell type exit-time estimates for time-inhomogeneous diffusions and their applications
by: Aleksian, Ashot, et al.
Published: (2025)

Realisation of constraints in underdamped Langevin dynamics
by: Hartmann, Carsten, et al.
Published: (2026)

Once again about weak uniqueness for SDE with singular coefficients
by: Krylov, N. V.
Published: (2024)

On higher order moments and recurrence of an SDE with switching
by: Veretennikov, Alexander
Published: (2022)

A reverse ergodic theorem for inhomogeneous killed Markov chains and application to a new uniqueness result for reflecting diffusions
by: Costantini, Cristina, et al.
Published: (2021)

Multivalued backward stochastic differential equations with jumps and moving boundary
by: Elmansouri, Badr, et al.
Published: (2025)

Gradient bounds and Liouville property for a class of hypoelliptic diffusion via coupling
by: Qian, Bin, et al.
Published: (2024)

Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains
by: Costantini, Cristina, et al.
Published: (2022)

Malliavin calculus and densities for chaos-driven stochastic differential equations
by: Loosveldt, Laurent, et al.
Published: (2026)

Averaging principle for equation driven by a stochastic measure
by: Radchenko, Vadym
Published: (2018)

Quantitative weak propagation of chaos for McKean--Vlasov branching diffusion processes
by: Cao, Wenjing, et al.
Published: (2026)

Entropies of Cox-Ingersoll-Ross and Bessel processes as functions of time and of related parameters
by: Kucha, Ivan, et al.
Published: (2025)

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
by: Morale, Daniela, et al.
Published: (2024)

Rank-based stochastic differential inclusions and diffusion limits for a load balancing model
by: Atar, Rami, et al.
Published: (2024)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
by: Elmansouri, Badr, et al.
Published: (2025)

Probabilistic representation of the gradient of a killed diffusion semigroup: The half-space case
by: Crisan, Dan, et al.
Published: (2023)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
by: Elmansouri, Badr, et al.
Published: (2025)

Integrability properties and stochastic McKean-Vlasov dynamics with singular Lennard-Jones drift: a mesoscale regularization
by: Greco, Ernesto M., et al.
Published: (2026)

Fluctuation from averaging limit under fractional Brownian motion
by: Yang, Xiaoyu, et al.
Published: (2026)

Large Deviations and the Peano Phenomenon in Stochastic Differential Equations with Homogeneous Drift
by: Bermolen, Paola, et al.
Published: (2025)

Stratonovich-type integral with respect to a general stochastic measure
by: Radchenko, Vadym
Published: (2016)

Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
by: Anzeletti, Lukas, et al.
Published: (2023)

Exponential ergodicity of some Markov dynamical system with application to a Poisson driven stochastic differential equation
by: Czapla, Dawid, et al.
Published: (2018)

Malliavin Calculus and Stochastic Differential Equations
by: Fang, Shizan, et al.
Published: (2025)

Strong existence, pathwise uniqueness and chains of collisions in infinite Brownian particle systems
by: Banerjee, Sayan, et al.
Published: (2025)