Journal articles on the topic 'First exit time'
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Rasova, S. S., and B. P. Harlamov. "Optimal local first exit time." Journal of Mathematical Sciences 159, no. 3 (2009): 327–40. http://dx.doi.org/10.1007/s10958-009-9445-8.
Full textBeccaria, Matteo, Giuseppe Curci, and Andrea Viceré. "Numerical solutions of first-exit-time problems." Physical Review E 48, no. 2 (1993): 1539–46. http://dx.doi.org/10.1103/physreve.48.1539.
Full textStadje, Wolfgang. "First exit times for integer valued continuous time markov chains." Sequential Analysis 19, no. 3 (2000): 93–114. http://dx.doi.org/10.1080/07474940008836443.
Full textMselmi, Farouk. "Lévy processes time-changed by the first-exit time of the inverse Gaussian subordinator." Filomat 32, no. 7 (2018): 2545–52. http://dx.doi.org/10.2298/fil1807545m.
Full textTugaut, Julian. "Exit-time of mean-field particles system." ESAIM: Probability and Statistics 24 (2020): 399–407. http://dx.doi.org/10.1051/ps/2019028.
Full textXu, Lin, and Dongjin Zhu. "On the Distribution of First Exit Time for Brownian Motion with Double Linear Time-Dependent Barriers." ISRN Applied Mathematics 2013 (September 26, 2013): 1–5. http://dx.doi.org/10.1155/2013/865347.
Full textBal, Guillaume, and Tom Chou. "On the reconstruction of diffusions from first-exit time distributions." Inverse Problems 20, no. 4 (2004): 1053–65. http://dx.doi.org/10.1088/0266-5611/20/4/004.
Full textZhang, Yong-Chao. "Entry-exit decisions with output reduction during exit periods." AIMS Mathematics 9, no. 3 (2024): 6555–67. http://dx.doi.org/10.3934/math.2024319.
Full textStadje, W., and S. Zacks. "UPPER FIRST-EXIT TIMES OF COMPOUND POISSON PROCESSES REVISITED." Probability in the Engineering and Informational Sciences 17, no. 4 (2003): 459–65. http://dx.doi.org/10.1017/s0269964803174025.
Full textKim, Yoora, Irem Koprulu та Ness B. Shroff. "First exit time of a Lévy flight from a bounded region in ℝN". Journal of Applied Probability 52, № 3 (2015): 649–64. http://dx.doi.org/10.1239/jap/1445543838.
Full textKim, Yoora, Irem Koprulu та Ness B. Shroff. "First exit time of a Lévy flight from a bounded region in ℝN". Journal of Applied Probability 52, № 03 (2015): 649–64. http://dx.doi.org/10.1017/s002190020011335x.
Full textHerrmann, Samuel, and Cristina Zucca. "Exact simulation of first exit times for one-dimensional diffusion processes." ESAIM: Mathematical Modelling and Numerical Analysis 54, no. 3 (2020): 811–44. http://dx.doi.org/10.1051/m2an/2019077.
Full textOzel, Gamze. "On The Mean First Exit Time For A Compound Poisson Process." Journal of Data Science 14, no. 2 (2021): 347–64. http://dx.doi.org/10.6339/jds.201604_14(2).0007.
Full textHarlamov, B. P. "Stochastic integral in the case of infinite expected first exit time." Journal of Mathematical Sciences 147, no. 4 (2007): 6962–74. http://dx.doi.org/10.1007/s10958-007-0522-6.
Full textPatie, P., and C. Winter. "First exit time probability for multidimensional diffusions: A PDE-based approach." Journal of Computational and Applied Mathematics 222, no. 1 (2008): 42–53. http://dx.doi.org/10.1016/j.cam.2007.10.043.
Full textAlzubaidi, Hasan, and Tony Shardlow. "Improved Simulation Techniques for First Exit Time of Neural Diffusion Models." Communications in Statistics - Simulation and Computation 43, no. 10 (2014): 2508–20. http://dx.doi.org/10.1080/03610918.2012.755197.
Full textAdler, J., A. Aharony, and D. Stauffer. "First exit time of termites and random super-normal conductor networks." Journal of Physics A: Mathematical and General 18, no. 3 (1985): L129—L136. http://dx.doi.org/10.1088/0305-4470/18/3/006.
Full textHurtado, A., S. Markvorsen, and V. Palmer. "Estimates of the first Dirichlet eigenvalue from exit time moment spectra." Mathematische Annalen 365, no. 3-4 (2015): 1603–32. http://dx.doi.org/10.1007/s00208-015-1316-7.
Full textREN, DAN. "OPTIMAL STOPPING FOR THE LAST EXIT TIME." Bulletin of the Australian Mathematical Society 99, no. 1 (2018): 148–60. http://dx.doi.org/10.1017/s0004972718000990.
Full textSchultz, Paul, Frank Hellmann, Kevin N. Webster, and Jürgen Kurths. "Bounding the first exit from the basin: Independence times and finite-time basin stability." Chaos: An Interdisciplinary Journal of Nonlinear Science 28, no. 4 (2018): 043102. http://dx.doi.org/10.1063/1.5013127.
Full textZhang, Hui Zeng, Min Zhi Zhao, and Lei Wang. "On first returning time and last exit time of a class of Markov chain." Acta Mathematica Sinica, English Series 29, no. 2 (2012): 331–44. http://dx.doi.org/10.1007/s10114-012-1019-x.
Full textGeiss, Christel, Antti Luoto, and Paavo Salminen. "On first exit times and their means for Brownian bridges." Journal of Applied Probability 56, no. 3 (2019): 701–22. http://dx.doi.org/10.1017/jpr.2019.42.
Full textAurzada, Frank, Frank Aurzada, Михаил Анатольевич Лифшиц, and Mikhail Anatolievich Lifshits. "The first exit time of fractional Brownian motion from a parabolic domain." Teoriya Veroyatnostei i ee Primeneniya 64, no. 3 (2019): 610–20. http://dx.doi.org/10.4213/tvp5262.
Full textHosseini, Majid. "On the Conditional Expectation of the First Exit Time of Brownian Motion." Rocky Mountain Journal of Mathematics 39, no. 2 (2009): 563–72. http://dx.doi.org/10.1216/rmj-2009-39-2-563.
Full textZhou, Yinbing, and Dawei Lu. "The first exit time of fractional Brownian motion from an unbounded domain." Statistics & Probability Letters 218 (March 2025): 110319. https://doi.org/10.1016/j.spl.2024.110319.
Full textAurzada, F., and M. A. Lifshits. "The First Exit Time of Fractional Brownian Motion from a Parabolic Domain." Theory of Probability & Its Applications 64, no. 3 (2019): 490–97. http://dx.doi.org/10.1137/s0040585x97t989659.
Full textBorodin, A. N. "On the first exit time from an interval for diffusions with jumps." Journal of Mathematical Sciences 163, no. 4 (2009): 352–62. http://dx.doi.org/10.1007/s10958-009-9678-6.
Full textD’Onofrio, G., and E. Pirozzi. "Asymptotics of Two-boundary First-exit-time Densities for Gauss-Markov Processes." Methodology and Computing in Applied Probability 21, no. 3 (2018): 735–52. http://dx.doi.org/10.1007/s11009-018-9617-4.
Full textChiu, Sung Nok, and Chuan Cun Yin. "The first exit time and ruin time for a risk process with reserve-dependent income." Statistics & Probability Letters 60, no. 4 (2002): 417–24. http://dx.doi.org/10.1016/s0167-7152(02)00311-5.
Full textZhang, Hongxia, Wei Xu, Qin Guo, Ping Han, and Yan Qiao. "First escape probability and mean first exit time for a time-delayed ecosystem driven by non-Gaussian colored noise." Chaos, Solitons & Fractals 135 (June 2020): 109767. http://dx.doi.org/10.1016/j.chaos.2020.109767.
Full textLefebvre, Mario, and Romain Mrad. "First Exit and Optimization Problems for a CIR Diffusion Process." WSEAS TRANSACTIONS ON MATHEMATICS 24 (May 23, 2025): 382–88. https://doi.org/10.37394/23206.2025.24.36.
Full textSkiadas, Christos H., and Charilaos Skiadas. "The First Exit Time Stochastic Theory Applied to Estimate the Life-Time of a Complicated System." Methodology and Computing in Applied Probability 22, no. 4 (2019): 1601–11. http://dx.doi.org/10.1007/s11009-019-09699-4.
Full textDi Crescenzo, Antonio, Virginia Giorno, Amelia G. Nobile, and Serena Spina. "First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses." Stochastics 96, no. 1 (2024): 696–727. http://dx.doi.org/10.1080/17442508.2024.2315274.
Full textStadje, W., and S. Zacks. "ON THE UPPER FIRST-EXIT TIMES OF COMPOUND G/M PROCESSES." Probability in the Engineering and Informational Sciences 19, no. 3 (2005): 397–403. http://dx.doi.org/10.1017/s0269964805050230.
Full textBañuelos, R., and B. Øksendal. "Exit times for elliptic diffusions and BMO." Proceedings of the Edinburgh Mathematical Society 30, no. 2 (1987): 273–87. http://dx.doi.org/10.1017/s0013091500028339.
Full textSkiadas, Charilaos, and Christos H. Skiadas. "Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data." Communications in Statistics - Theory and Methods 39, no. 3 (2010): 444–51. http://dx.doi.org/10.1080/03610920903140023.
Full textLi, Wenbo V. "The first exit time of a Brownian motion from an unbounded convex domain." Annals of Probability 31, no. 2 (2003): 1078–96. http://dx.doi.org/10.1214/aop/1048516546.
Full text陈, 慧琴. "A Computational Analysis for First Mean Exit Time under Symmetrical Levy Multiplicative Noise." Advances in Applied Mathematics 02, no. 04 (2013): 141–46. http://dx.doi.org/10.12677/aam.2013.24018.
Full textAcharyya, Muktish. "Exit Probability and First Passage Time of a Lazy Pearson Walker: Scaling Behaviour." Applied Mathematics 07, no. 12 (2016): 1353–58. http://dx.doi.org/10.4236/am.2016.712119.
Full textPeng, Qidi, and Nan Rao. "Fractional Brownian motion: Small increments and first exit time from one-sided barrier." Chaos, Solitons & Fractals 177 (December 2023): 114218. http://dx.doi.org/10.1016/j.chaos.2023.114218.
Full textPeng, Jun, and Zaiming Liu. "First Passage Time Moments of Jump-Diffusions with Markovian Switching." International Journal of Stochastic Analysis 2011 (March 20, 2011): 1–11. http://dx.doi.org/10.1155/2011/501360.
Full textHu, Jun, Zhongwen Li, Lei You, Hong Zhang, Juan Wei, and Mei Li. "Simulation of queuing time in crowd evacuation by discrete time loss queuing method." International Journal of Modern Physics C 30, no. 08 (2019): 1950057. http://dx.doi.org/10.1142/s0129183119500578.
Full textLi, Peng, Chuancun Yin, and Ming Zhou. "The Exit Time and the Dividend Value Function for One-Dimensional Diffusion Processes." Abstract and Applied Analysis 2013 (2013): 1–9. http://dx.doi.org/10.1155/2013/675202.
Full textHu, Xiangmin, Tao Chen, Jianyu Wang, Xiang Liu, Meng Li, and Zhanhui Sun. "Characteristics of pedestrian evacuation from narrow seated area considering exit failure: experimental and simulation results." Journal of Statistical Mechanics: Theory and Experiment 2024, no. 3 (2024): 033401. http://dx.doi.org/10.1088/1742-5468/ad2b59.
Full textGatto, Riccardo. "The von Mises–Fisher distribution of the first exit point from the hypersphere of the drifted Brownian motion and the density of the first exit time." Statistics & Probability Letters 83, no. 7 (2013): 1669–76. http://dx.doi.org/10.1016/j.spl.2013.03.010.
Full textZhou, Xiaowen. "Some fluctuation identities for Lévy processes with jumps of the same sign." Journal of Applied Probability 41, no. 4 (2004): 1191–98. http://dx.doi.org/10.1239/jap/1101840564.
Full textZhou, Xiaowen. "Some fluctuation identities for Lévy processes with jumps of the same sign." Journal of Applied Probability 41, no. 04 (2004): 1191–98. http://dx.doi.org/10.1017/s0021900200020957.
Full textBEVERIDGE, ANDREW. "A Hitting Time Formula for the Discrete Green's Function." Combinatorics, Probability and Computing 25, no. 3 (2015): 362–79. http://dx.doi.org/10.1017/s0963548315000152.
Full textBañuelos, Rodrigo, R. Dante DeBlassie, and Robert Smits. "The First Exit Time of Planar Brownian Motion from The Interior Of a Parabola." Annals of Probability 29, no. 2 (2001): 882–901. http://dx.doi.org/10.1214/aop/1008956696.
Full textDeBlassie, R. Dante. "The First Exit Time of a Two-Dimensional Symmetric Stable Process from a Wedge." Annals of Probability 18, no. 3 (1990): 1034–70. http://dx.doi.org/10.1214/aop/1176990735.
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