76 citations · 186 across the 25 of their papers we have counts for
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Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes
R. J. Martin, M. J. Kearney, R. V. Craster
The first-passage problem of the Ornstein-Uhlenbeck process to a boundary is a long-standing problem with no known closed-form solution except in specific cases. Taking this as a s…
Analytical approximation to the multidimensional Fokker--Planck equation with steady state
R. J. Martin, R. V. Craster, A. Pannier +1
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to spec…
The homogenisation of Maxwell's equations with applications to photonic crystals and localised waveforms on metafilms
B. J. Maling, D. J. Colquitt, R. V. Craster
An asymptotic theory is developed to generate equations that model the global behaviour of electromagnetic waves in periodic photonic structures when the wavelength is not necessar…