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University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Stochastic representation of processes with resetting
Stochastic representation of processes with resettingAdd to your list(s) Download to your calendar using vCal
If you have a question about this talk, please contact nobody. FD2W01 - Deterministic and stochastic fractional differential equations and jump processes We present a general stochastic representation for a general class of processeswith resetting. It allows to describe any stochastic process intermittently terminated and restartedfrom a predefined random or non-random point. Our approach is based on stochastic differentialequations called jump-diffusion models. It allows to analyze processes with resetting both, analytically and using Monte Carlo simulation methods. To depict the strength of our approach, wederive a number of fundamental properties of Brownian motion with Poissonian resetting, such as:the Ito lemma, the moment-generating function, the characteristic function, the explicit form ofthe probability density function, moments of all orders, various forms of the Fokker-Planck equation, infinitesimal generator of the process and its adjoint operator. This way we build a generalframework for the analysis of any stochastic process with intermittent random resetting. This talk is part of the Isaac Newton Institute Seminar Series series. This talk is included in these lists:
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