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20132026
most citedUniversal Formula for Extreme First Passage Statistics of Diffusion

69 citations · 500 across the 43 of their papers we have counts for

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math.PR2016★ 30 cited

Boundary value problems for statistics of diffusion in a randomly switching environment: PDE and SDE perspectives

Sean D. Lawley

Driven by diverse applications, several recent models impose randomly switching boundary conditions on either a PDE or SDE. The purpose of this paper is to provide tools for calcul…