On direct and inverse problems for the first-passage time and the first-passage place of diffusion processes with stochastic resetting.

Abundo Mario, Dipartimento di Matematica, Unversità Tor Vergata, Roma

We address the study of the first-passage time and the first-passage place of a one-dimensional diffusion subject to stochastic resetting; some related direct and inverse problems are considered. Moreover, it is studied the probability distribution of the first-passage area of a diffusion with resetting, i.e. the area swept out by the process till its first passage through the origin; in particular, for Wiener process with resetting the moments of the first-passage area are explicitly obtained, as solutions of differential equations with boundary conditions.

Area: CS32 - Stochastic processes with random resetting (Mario Abundo and Antonella Iuliano)

Keywords: Diffusion with resetting, first-passage time, inverse first-passage place problem.

Please Login in order to download this file