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

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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…