97 citations · 139 across the 10 of their papers we have counts for
4 papers · 1 filter
Statistics of the maximum and the convex hull of a Brownian motion in confined geometries
Benjamin De Bruyne, Olivier Bénichou, Satya N. Majumdar +1
We consider a Brownian particle with diffusion coefficient in a -dimensional ball of radius with reflecting boundaries. We study the maximum of the trajectory o…
Resetting in Stochastic Optimal Control
Benjamin De Bruyne, Francesco Mori
``When in a difficult situation, it is sometimes better to give up and start all over again''. While this empirical truth has been regularly observed in a wide range of circumstanc…
Generating stochastic trajectories with global dynamical constraints
Benjamin De Bruyne, Satya N. Majumdar, Henri Orland +1
We propose a method to exactly generate Brownian paths that are constrained to return to the origin at some future time , with a given fixed area $A_f = \int_0^{t_f}d…
Survival probability of random walks leaping over traps
Gaia Pozzoli, Benjamin De Bruyne
We consider one-dimensional discrete-time random walks (RWs) in the presence of finite size traps of length over which the RWs can jump. We study the survival probability of…