4. Mathematics
  5. Probability

Samuel Herrmann

Mathematics – Probability

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From persistent random walks to the telegraph noise

Mathematics – Probability
Scientific paper

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Hitting time for Bessel processes - walk on moving spheres algorithm

Mathematics – Probability
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Large deviations and a Kramers' type law for self-stabilizing diffusions

Mathematics – Probability
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The exit problem for diffusions with time-periodic drift and stochastic resonance

Mathematics – Probability
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Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

Mathematics – Probability
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