Exact first-passage time distributions for three random diffusivity models

D. S. Grebenkov, V. Sposini, R. Metzler +2

We study the extremal properties of a stochastic process $x_t$ defined by a Langevin equation ${\dot{x}}_t=\sqrt{2D_{0}V(B_t)}{\xi }_t$, where ${\xi }_t$ is a Gaussian white noise with zero…