most citedAnalytic and Monte Carlo Approximations to the Distribution of the First Passage Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions

2 citations · 2 across the 1 of their papers we have counts for

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2 papers

stat.ME2026

Bridge change-of-measure for propagator estimation of diffusions

Javier Aguilar, Riccardo Gatto

The propagator of one-dimensional diffusions has relevant applications in statistical inference and across many disciplines. Yet it is obtained in closed form only for very few sim…

physics.comp-ph2023★ 2 cited

Analytic and Monte Carlo Approximations to the Distribution of the First Passage Time of the Drifted Diffusion with Stochastic Resetting and Mixed Boundary Conditions

Juan Magalang, Riccardo Turin, Javier Aguilar +3

This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to…