Authors solve exit problems for Lévy processes with proportional stochastic resetting by deriving a new family of scale functions from resolvent series solutions to integral equations for the Laplace transforms of exit times.
Hochstadt.Integral equations
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.PR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
L\'evy processes with partially stochastic resetting
Authors solve exit problems for Lévy processes with proportional stochastic resetting by deriving a new family of scale functions from resolvent series solutions to integral equations for the Laplace transforms of exit times.