## Found 1,807 Documents (Results 1–100)

100
MathJax

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### Precise large deviation estimates for branching process in random environment. (English)Zbl 07561799

MSC:  60F10 60J80
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### First passage risk probability minimization for piecewise deterministic Markov decision processes. (English)Zbl 07557666

MSC:  90C40 60J27
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### A shape theorem and a variational formula for the quenched Lyapunov exponent of random walk in a random potential. (English. French summary)Zbl 07557530

MSC:  60K35 60K37
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### Closed form valuation of barrier options with stochastic barriers. (English)Zbl 07553144

MSC:  60J65 91G15
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### First passage times for some classes of fractional time-changed diffusions. (English)Zbl 07548160

MSC:  60J60 60G15 60G22
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### Gaussian and non-Gaussian colored noise induced escape in a tumor-immune model. (English)Zbl 07547400

MSC:  37H10 60H10 62P10
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### Fluctuations of transverse increments in two-dimensional first passage percolation. (English)Zbl 07541202

MSC:  60K35 82B43
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### First passage problems of refracted jump diffusion processes and their applications in valuing equity-linked death benefits. (English)Zbl 07538985

MSC:  58F15 58F17 53C35
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### Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. (English)Zbl 07537600

MSC:  60Gxx 60Jxx 91Gxx
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### Performance analysis of multi-processor two-stage tandem call center retrial queues with non-reliable processors. (English)Zbl 1487.60167

MSC:  60K25 90B22
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### First-passage problems for diffusion processes with state-dependent jumps. (English)Zbl 07535570

MSC:  60J75 60J60
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### Optimal stopping problems for maxima and minima in models with asymmetric information. (English)Zbl 07533902

MSC:  60G40 91G20
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### Some harmonic functions for killed Markov branching processes with immigration and culling. (English)Zbl 07533901

MSC:  60J80 60J50
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### Absorption kinetics of vacancies by cavities in aluminum: numerical characterization of sink strengths and first-passage statistics through Krylov subspace projection and eigenvalue deflation. (English)Zbl 07518062

MSC:  65Fxx 65Yxx 82Bxx
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### First-passage time statistics on surfaces of general shape: surface PDE solvers using generalized moving least squares (GMLS). (English)Zbl 07517710

MSC:  65Mxx 35Kxx 65Nxx
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### First passage time density of an Ornstein-Uhlenbeck process with broken drift. (English)Zbl 07511764

MSC:  60J60 60G40
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### Rate of strong convergence to Markov-modulated Brownian motion. (English)Zbl 07501645

MSC:  60G15 60F15 60J27
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### First-passage percolation in random planar maps and Tutte’s bijection. (English)Zbl 07500295

MSC:  60D05 05C80
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### Maximal edge-traversal time in first-passage percolation. (English)Zbl 07500289

MSC:  60K37 60K35 82D30
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### Spectral analysis of three invariants associated to random walks on rounded networks with $$2n$$-pentagons. (English)Zbl 07494134

MSC:  05C35 05C12 05C50
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### Path decomposition of a reflected Lévy process on first passage over high levels. (English)Zbl 1480.60118

MSC:  60G51 60F17
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### System reliability analyses of static and dynamic structures via direct probability integral method. (English)Zbl 07442810

MSC:  74-XX 90-XX
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### Convergence problem of a sequence of first passage Markov decision processes with varying discount factors. (Chinese. English summary)Zbl 07524828

MSC:  60J10 90C40 93E20
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### Dynamical behavior of simplified Fitzhugh-Nagumo neural system with time delay driven by Lévy noise. (English)Zbl 07503816

MSC:  92B20 34N05 60H40
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### First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method. (English)Zbl 07503736

MSC:  60Jxx 82Cxx 60Gxx
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### Divergence of non-random fluctuation for Euclidean first-passage percolation. (English)Zbl 1487.60189

Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 363-380 (2021).
MSC:  60K35 60K37 82D30
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### Note on the maximal jump size in a continuum model of directed first passage percolation. (English)Zbl 1487.60181

Inahama, Yuzuru (ed.) et al., Stochastic analysis, random fields and integrable probability – Fukuoka 2019. Proceedings of the 12th Mathematical Society of Japan, Seasonal Institute (MSJ-SI), Kyushu University, Japan, 31 July – 9 August 2019. Tokyo: Mathematical Society of Japan. Adv. Stud. Pure Math. 87, 213-227 (2021).
MSC:  60K35 60K37 82D30
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### Coexistence of competing first passage percolation on hyperbolic graphs. (English)Zbl 07481281

MSC:  60K35 82B43 82C22
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### Mapping input noise to escape noise in integrate-and-fire neurons: a level-crossing approach. (English)Zbl 1480.92038

MSC:  92C20 60J60
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MSC:  82-XX
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### Random walk on spheres algorithm for solving steady-state and transient diffusion-recombination problems. (English)Zbl 1480.65012

MSC:  65C05 65C40 65Z05
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### Percolation and first-passage percolation on oriented graphs. (English)Zbl 07453051

MSC:  60K35 82B43
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### Fast solutions for the first-passage distribution of diffusion models with space-time-dependent drift functions and time-dependent boundaries. (English)Zbl 1479.91293

MSC:  91E45 60H30 60J60
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MSC:  65C60
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### A novel dynamic reliability-based topology optimization (DRBTO) framework for continuum structures via interval-process collocation and the first-passage theories. (English)Zbl 07427346

MSC:  74-XX 93-XX
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### On telegraph processes, their first passage times and running extrema. (English)Zbl 1482.60128

MSC:  60K99 60J27
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### Reliability and maintenance of systems subject to gamma degradation and shocks in dynamic environments. (English)Zbl 1481.60190

MSC:  60K10 90B25
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### On optimal thresholds for pairs trading in a one-dimensional diffusion model. (English)Zbl 1475.60157

MSC:  60J70 91G15 60J60
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### Community detection based on first passage probabilities. (English)Zbl 07409397

MSC:  81-XX 82-XX
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### On the first-passage times of certain Gaussian processes, and related asymptotics. (English)Zbl 1475.60069

MSC:  60G15 60J60 60H10
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### Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods. (English)Zbl 1480.60236

MSC:  60J60 60J70 60J65
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### First passage exponential optimality problem for semi-Markov decision processes. (English)Zbl 1471.93279

Piunovskiy, Alexey (ed.) et al., Modern trends in controlled stochastic processes: theory and applications, V.III. Selected papers based on the presentations at the traditional Liverpool workshop on controlled stochastic processes, Liverpool, UK, July 2021. Cham: Springer. Emerg. Complex. Comput. 41, 19-37 (2021).
MSC:  93E20 90C40
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### On the first passage time density for a class of compound Poisson process. (Chinese. English summary)Zbl 07404300

MSC:  60G55 60J76
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### Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics. (English)Zbl 1481.92102

MSC:  92D25 92C80 60J85
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### Non-optimality of invaded geodesics in 2d critical first-passage percolation. (English)Zbl 1469.60319

Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 299-317 (2021).
MSC:  60K35 82B43
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### Geodesic rays and exponents in ergodic planar first passage percolation. (English)Zbl 1469.60309

Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 163-186 (2021).
MSC:  60K35 82B43
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### Existence and coexistence in first-passage percolation. (English)Zbl 1469.60298

Vares, Maria Eulália (ed.) et al., In and out of equilibrium 3: celebrating Vladas Sidoravicius. Cham: Birkhäuser. Prog. Probab. 77, 1-15 (2021).
MSC:  60K35 82B43
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### Upper tail large deviations in first passage percolation. (English)Zbl 1470.60269

MSC:  60K35 60F10
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### A random walk approach to transport in tissues and complex media: from microscale descriptions to macroscale models. (English)Zbl 1470.92100

MSC:  92C35 92C37 60G50
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### The likelihood of mixed hitting times. (English)Zbl 07376498

MSC:  62-XX 91-XX
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### Time-inhomogeneous Feller-type diffusion process with absorbing boundary condition. (English)Zbl 1470.60222

MSC:  60J60 60J70 82C31
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### Extreme first passage times of piecewise deterministic Markov processes. (English)Zbl 1481.60097

MSC:  60G70 60K30 92C05
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### The first passage time density of Brownian motion and the heat equation with Dirichlet boundary condition in time dependent domains. (English)Zbl 1462.35473

Theory Probab. Appl. 66, No. 1, 142-159 (2021) and Teor. Veroyatn. Primen. 66, No. 1, 175-195 (2021).
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### The role of stochasticity in noise-induced tipping point cascades: a master equation approach. (English)Zbl 1466.92152

MSC:  92D25 92D40 60H30
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### Moments of first-passage places for jump-diffusion processes. (English)Zbl 1459.60163

MSC:  60J60 60H10 60J70
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### On continuum approximations of discrete-state Markov processes of large system size. (English)Zbl 1465.60068

MSC:  60J27 35Q84
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### Stochastic nonlinear model for somatic cell population dynamics during ovarian follicle activation. (English)Zbl 1465.92038

MSC:  92C37 92D25 60J28
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### The first passage time on the (reflected) Brownian motion with broken drift hitting a random boundary. (English)Zbl 1457.60127

MSC:  60J65 60G40
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### Exact solutions to the homing problem for a Wiener process with jumps. (English)Zbl 1467.93331

MSC:  93E20 60J70 93C15
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### The effects of fast inactivation on conditional first passage times of mortal diffusive searchers. (English)Zbl 1457.92053

MSC:  92C37 60G50
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### A kinetic Monte Carlo approach for simulating cascading transmission line failure. (English)Zbl 1469.60219

MSC:  60H30 37H10
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### Limit theorems for random walks with absorption. (English)Zbl 1469.60136

MSC:  60G50 60F17
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MSC:  62-XX
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