We study the statistical properties of first-passage time functionals of a one dimensional
Brownian motion in the presence of stochastic resetting. A first-passage functional is defined …

We study the statistics of random functionals Z=∫ 0 T [x (t)] γ− 2 dt, where x (t) is the
trajectory of a one-dimensional Brownian motion with diffusion constant D under the effect of …

We derive general bounds on the probability that the empirical first-passage time τ n≡∑ i=
1 n τ i/n of a reversible ergodic Markov process inferred from a sample of n independent …

We study the mean first-passage time (MFPT) for asymmetric continuous-time random walks
in continuous-space characterised by waiting-times with finite mean and by jump-sizes with …

We study the statistical properties of first-passage Brownian functionals (FPBFs) of an
Ornstein–Uhlenbeck process in the presence of stochastic resetting. We consider a one …

Extreme value (EV) statistics of correlated systems are widely investigated in many fields,
spanning the spectrum from weather forecasting to earthquake prediction. Does the …

Abstract For Ornstein-Uhlenbeck process X (t), starting from X (0)= x> 0, we highlight some
results about the first-passage time of X (t) through zero and its first-passage area, that is the …

We investigate the work fluctuations in an overdamped non-equilibrium process that is
stopped at a stochastic time. The latter is characterized by a first passage event that marks …

We study the extreme value statistics of first-passage trajectories generated from a one-
dimensional drifted Brownian motion subject to stochastic resetting to the starting point with …

We consider a continuous-time random walk model with finite-mean waiting-times and we
study the mean first-passage time (MFPT) as estimated by an observer in a reference frame …