## Found 282 Documents (Results 1–100)

100
MathJax

### Criteria for geometric and algebraic transience for discrete-time Markov chains. (English)Zbl 07594407

MSC:  60J05 60J20 60J35
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### Expected signature of stopped Brownian motion on $$d$$-dimensional $$C^{2, \alpha }$$-domains has finite radius of convergence everywhere: $$2 \leq d \leq 8$$. (English)Zbl 07505256

MSC:  60L20 35R45
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### The inverse first-passage-place problem for Wiener processes. (English)Zbl 1483.60120

MSC:  60J65 60J70
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### Asymmetric Lévy noise changed stability in a gene transcriptional regulatory system. (English)Zbl 07568900

MSC:  92-XX 93-XX
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### A Feynman-Kac based numerical method for the exit time probability of a class of transport problems. (English)Zbl 07515456

MSC:  60Jxx 60Hxx 65Cxx
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### An Eyring-Kramers law for slowly oscillating bistable diffusions. (English)Zbl 07496977

MSC:  60H10 60J45 81Q20
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MSC:  82-XX
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### Mean completion time for a randomly varying rate of work. (English)Zbl 1480.60148

MSC:  60H10 60H30 34F05
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### Inequalities in a two-sided boundary crossing problem for stochastic processes. (English. Russian original)Zbl 1470.60124

Sib. Math. J. 62, No. 3, 455-461 (2021); translation from Sib. Mat. Zh. 62, No. 3, 567-575 (2021).
MSC:  60G50 60E15
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MSC:  82-XX
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### First escape probability and mean first exit time for a time-delayed ecosystem driven by non-Gaussian colored noise. (English)Zbl 1489.92207

MSC:  92D40 60G51 62K05
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### The first exit time stochastic theory applied to estimate the life-time of a complicated system. (English)Zbl 1455.60088

MSC:  60H30 35R60 60G22
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### The ruin problem for a Wiener process with state-dependent jumps. (English)Zbl 07282836

MSC:  60J75 60J60
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### Nonlocal dynamics in a gene regulatory system with tempered stable Lévy noise. (English)Zbl 1451.92141

MSC:  92C40 60G51
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MSC:  60G40 62C10 60H30
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### Estimates of Dirichlet heat kernel for symmetric Markov processes. (English)Zbl 1468.60097

MSC:  60J50 60J76 60J35
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MSC:  82-XX
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### Early warning and basin stability in a stochastic vegetation-water dynamical system. (English)Zbl 1475.92211

MSC:  92D40 60H30
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### First-passage times and related moments for continuous-time birth-death chains. (English)Zbl 1427.60163

MSC:  60J27 60J80
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MSC:  60J65
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### Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator. (English)Zbl 07467621

MSC:  60G51 60G52 60G40
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### Limit theorem for the first passage time of the level by the random walk described by nonlinear function of the autoregression process of order one $$AR(1)$$. (English)Zbl 1474.60057

MSC:  60F05 62M10 60G50
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### Exit times for ARMA processes. (English)Zbl 1444.60022

MSC:  60F10 60G40 62M10
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### Singular perturbation problems in diffusion model of chemical reactions. (Chinese. English summary)Zbl 1449.35204

MSC:  35J25 35B25
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### Lévy noise induced transition and enhanced stability in a gene regulatory network. (English)Zbl 1396.92026

MSC:  92C40 60J70
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### Likelihood for transcriptions in a genetic regulatory system under asymmetric stable Lévy noise. (English)Zbl 1390.92053

MSC:  92C40 60H30
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### Spectral analysis of stable processes on the positive half-line. (English)Zbl 1390.60173

MSC:  60G52 60J35
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### On some functionals of the first passage times in models with switching stochastic volatility. (English)Zbl 1395.91442

MSC:  91G20 60G40 60J65
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### A variation on the Donsker-Varadhan inequality for the principal eigenvalue. (English)Zbl 1404.35306

MSC:  35P15 35J25
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### Asymptotic exponentiality of the first exit time of the Shiryaev-Roberts diffusion with constant positive drift. (English)Zbl 1489.62257

MSC:  62L10 60G40 60J60
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### The exit distribution for smart kinetic walk with symmetric and asymmetric transition probability. (English)Zbl 1376.82088

MSC:  82C41 82C20
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### Weak convergence of the past and future of Brownian motion given the present. (English)Zbl 1367.60015

MSC:  60F05 60J65 60J25
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### On the time and the number of claims when the surplus drops below a certain level. (English)Zbl 1401.91165

MSC:  91B30 62E15 62P05
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### The Eyring-Kramers law for Markovian jump processes with symmetries. (English)Zbl 1365.60074

MSC:  60J75 60J27 60K35 20C35
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### Some asymptotic formulas of a Brownian motion with regular variation from the maximum and minimum complicated domains. (English)Zbl 1349.60057

MSC:  60G15 60G40 60F10
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### Number of jumps in two-sided first-exit problems for a compound Poisson process. (English)Zbl 1349.91146

MSC:  91B30 60G40 60J75
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### An exact asymptotics for the moment of crossing a curved boundary by an asymptotically stable random walk. (English. Russian original)Zbl 1375.60088

Theory Probab. Appl. 60, No. 3, 481-500 (2016); translation from Teor. Veroyatn. Primen. 60, No. 3, 459-481 (2016).
MSC:  60G50 62E15 60E05
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### Final distribution of a diffusion process: semi-Markov approach. (English. Russian original)Zbl 1375.60121

Theory Probab. Appl. 60, No. 3, 444-459 (2016); translation from Teor. Veroyatn. Primen. 60, No. 3, 506-524 (2016).
MSC:  60J60 60K15
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### Estimates of the first Dirichlet eigenvalue from exit time moment spectra. (English)Zbl 1354.58025

Reviewer: Salah Mehdi (Metz)
MSC:  58J50 53C20
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### On the exit time from a cone for random walks with drift. (English)Zbl 1346.60060

MSC:  60G50 60F99 05A16
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### Approximation of the expectation of the first exit time from an interval for a random walk. (English. Russian original)Zbl 1342.60066

Sib. Math. J. 57, No. 1, 86-92 (2016); translation from Sib. Mat. Zh. 57, No. 1, 113-120 (2016).
MSC:  60G50
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### The health state curve and the health state life table: life expectancy and healthy life expectancy estimates. (English)Zbl 1365.62429

MSC:  62P10 91D20 62N05
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MSC:  60G51
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### On the number of claims until ruin in a two-barrier renewal risk model with Erlang mixtures. (English)Zbl 1339.60127

MSC:  60K05 60G40 91B30 62P05 65C50
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### A computational analysis for first mean exit time of two-dimensional dynamical system under Lévy noise. (Chinese. English summary)Zbl 1349.60088

MSC:  60H10 60H20 65C30

### Numerical methods for the mean exit time and escape probability of two-dimensional stochastic dynamical systems with non-Gaussian noises. (English)Zbl 1338.65015

MSC:  65C30 60H35
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### Exponential moments of first passage times and related quantities for Lévy processes. (English)Zbl 1330.60063

MSC:  60G51 60K05
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### First exit time of a Lévy flight from a bounded region in $$\mathbb{R}^N$$. (English)Zbl 1326.60066

MSC:  60G51 60G50 60J75
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### Barriers, exit time and survival probability for unimodal Lévy processes. (English)Zbl 1317.31016

MSC:  31B25 60J50 60J75 60J35
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### On differentiation of functionals containing the first exit of a diffusion process from a domain. (English. Russian original)Zbl 1314.60143

Theory Probab. Appl. 59, No. 1, 136-144 (2015); translation from Teor. Veroyatn. Primen. 59, No. 1, 159-168 (2014).
MSC:  60J60
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### Power and exponential moments of the number of visits and related quantities for perturbed random walks. (English)Zbl 1318.60048

MSC:  60G50 60G40 60K05
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### Bistable switching asymptotics for the self regulating gene. (English)Zbl 1314.92119

MSC:  92D20 92D10
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### First exit times of harmonically trapped particles: a didactic review. (English)Zbl 1314.82032

MSC:  82C31 33C70 60H10
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### Derivation and experimental comparison of cell-division probability densities. (English)Zbl 1412.92065

MSC:  92C37 60H10
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### Semi-Markov approach to the problem of delayed reflection of diffusion Markov processes. (English)Zbl 1322.60162

Theory Probab. Math. Stat. 89, 13-22 (2014); translation from Teor. Jmovirn. Mat. Stat. 89, 12–20 (2013).
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### Metastable behavior in Markov processes with internal states. (English)Zbl 1321.60169

MSC:  60J75 60F10 34E20 92D20
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### From pseudorandom walk to pseudo-Brownian motion: first exit time from a one-sided or a two-sided interval. (English)Zbl 1319.60077

MSC:  60G20 60G50 60J65
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### Total duration of negative surplus for a Brownian motion risk model with interest. (English)Zbl 1291.91132

MSC:  91B30 60K10 60G40
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### First exit time from a bounded interval for pseudo-processes driven by the equation $$\partial /\partial t=(-1)^{N-1}\partial ^{2N}/\partial x^{2N}$$. (English)Zbl 1319.60076

MSC:  60G20 60G40 60K99
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### First passage to a semi-infinite line for a two-dimensional Wiener process. (English)Zbl 1299.60097

MSC:  60J70 93E20
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### An introduction to the theory of viscosity solutions for first-order Hamilton-Jacobi equations and applications. (English)Zbl 1269.49043

Loreti, Paola (ed.) et al., Hamilton-Jacobi equations: approximations, numerical analysis and applications. Based on the lectures of the CIME summer school, Cetraro, Italy, August 29–September 3, 2011. Berlin: Springer; Florence: Fondazione CIME (ISBN 978-3-642-36432-7/pbk; 978-3-642-36433-4/ebook). Lecture Notes in Mathematics 2074. CIME Foundation Subseries, 49-109 (2013).
MSC:  49L25
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### First exit of Brownian motion from a one-sided moving boundary. (English)Zbl 1271.60088

Houdré, Christian (ed.) et al., High dimensional probability VI. The Banff volume. Proceedings of the sixth high dimensional probability conference (HDP VI), Banff, Canada, October 9–14, 2011. Basel: Birkhäuser (ISBN 978-3-0348-0489-9/hbk; 978-3-0348-0490-5/ebook). Progress in Probability 66, 213-217 (2013).
MSC:  60J65 60G18
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### On first returning time and last exit time of a class of Markov chain. (English)Zbl 1262.60071

MSC:  60J10 60K25
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### Stochastic model of gas capillary chromatography. (English)Zbl 1267.60092

MSC:  60J60 60J50
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MSC:  60J65

### Strong Feller continuity of Feller processes and semigroups. (English)Zbl 1258.60047

MSC:  60J35 47D07 60G51 60J25 60J75
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### On one-sided stochastic games and their applications to finance. (English)Zbl 1236.91024

MSC:  91A15 91G80 60G55
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### A note on first-passage times of continuously time-changed Brownian motion. (English)Zbl 1229.91310

MSC:  91G20 60J70
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