264 citations · 3.4k across the 103 of their papers we have counts for
5 papers · 1 filter
Universal formula for the mean first passage time in planar domains
Denis S. Grebenkov
We derive a general exact formula for the mean first passage time (MFPT) from a fixed point inside a planar domain to an escape region on its boundary. The underlying mixed Dirichl…
The escape problem for mortal walkers
D. S. Grebenkov, J. -F. Rupprecht
We introduce and investigate the escape problem for random walkers that may eventually die, decay, bleach, or lose activity during their diffusion towards an escape or reactive reg…
Diffusive escape through a narrow opening: new insights into a classic problem
Denis S Grebenkov, Gleb Oshanin
We study the mean first exit time $T_{\ve}$ of a particle diffusing in a circular or a spherical micro-domain with an impenetrable confining boundary containing a small escape wind…
On spectral properties of the Bloch-Torrey operator in two dimensions
D. S. Grebenkov, B. Helffer
We investigate a two-dimensional Schrödinger operator, , with a purely complex potential . A rigorous definition of this non-selfadjoint operator is provided f…
Should employers pay their employees better? An asset pricing approach
Sebastien Valeyre, Denis Grebenkov, Sofiane Aboura +1
We uncover a new anomaly in asset pricing that is linked to the remuneration: the more a company spends on salaries and benefits per employee, the better its stock performs, on ave…