For a run-and-tumble particle on a half-line with a periodic, subcritical force, the paper derives the exit probability and conditional mean first-passage time to the origin, with an integral criterion J(a)≤0 for almost-sure exit.
Patie,On some first passage time problems motivated by financial applications
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Mean first-passage time at the origin of a run-and-tumble particle with periodic forces
For a run-and-tumble particle on a half-line with a periodic, subcritical force, the paper derives the exit probability and conditional mean first-passage time to the origin, with an integral criterion J(a)≤0 for almost-sure exit.