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SUMMARY:Stochastic representation of processes with resetting - Marcin Mag
 dziarz (Wroclaw University of Technology)
DTSTART:20220223T113000Z
DTEND:20220223T120000Z
UID:TALK167771@talks.cam.ac.uk
DESCRIPTION:We present a general stochastic representation for a general c
 lass of processeswith resetting. It allows to describe any stochastic proc
 ess intermittently terminated and restartedfrom a predefined random or non
 -random point. Our approach is based on stochastic differentialequations c
 alled jump-diffusion models. It allows to analyze processes with resetting
  both\, analytically&nbsp\;and using Monte Carlo simulation methods. To de
 pict the strength of our approach\, wederive a number of fundamental prope
 rties of Brownian motion with Poissonian resetting\, such as:the Ito lemma
 \, the moment-generating function\, the characteristic function\, the expl
 icit form ofthe probability density function\, moments of all orders\, var
 ious forms of the Fokker-Planck equation\,&nbsp\;infinitesimal generator o
 f the process and its adjoint operator. This way we build a generalframewo
 rk for the analysis of any stochastic process with intermittent random res
 etting.
LOCATION:Seminar Room 1\, Newton Institute
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