加载中…
For a one-dimensional Wiener process with stochastic resetting , obtained from an underlying Wiener process we study the statistical properties of its first-passage time through zero, when starting from and its first-passage area, that is the random area enclosed between the time axis and the path of the process up to the first-passage time through zero. By making use of solutions of certain associated ODEs, we are able to find explicit expressions for the Laplace transforms of the first-passage time and the first-passage area, and their single and joint moments.

生成讲解博客的中文版本

生成AI智能校验的中文版本