Extreme hitting probabilities for diffusion SDL was supported by the National Science Foundation (Grant Nos. DMS-1944574 and DMS-1814832)

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Bibliographic Details
Published in:Journal of physics. A, Mathematical and theoretical Mathematical and theoretical, 2022-08, Vol.55 (34)
Main Authors: Linn, Samantha, Lawley, Sean D
Format: Article
Language:English
Subjects:
diffusion
extreme statistics
extreme value theory
first passage time
hitting probability
Online Access:Get full text
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ISSN:1751-8113
1751-8121
DOI:10.1088/1751-8121/ac8191