Stochastic representation of processes with resetting
Stochastic representation of processes with resetting
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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Contents
In this paper we introduce a general stochastic representation for an important class of processes with resetting. It allows to describe any stochastic process intermittently terminated and restarted from a predefined random or non-random point. Our approach is based on stochastic differential equations called jump-diffusion models. It allows to an...
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Full title
Stochastic representation of processes with resetting
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TN_cdi_proquest_journals_2875646916
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2875646916
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E-ISSN
2331-8422
DOI
10.48550/arxiv.2310.06416
