Hitting probability for anomalous diffusion processes
Satya N. Majumdar 1, Alberto Rosso 1, Andrea Zoia 2 Physical Review Letters 104 (2010) 020602 We present the universal features of the hitting probability $Q(x,L)$, the probability that a generic stochastic process starting at $x$ and evolving in a box $[0,L]$ hits the upper boundary $L$ before hitting the lower boundary at 0. For a generic self-affine process (describing, for […]
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