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Author

Mario Lefebvre

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Open access Sep 2026

First-Passage Time Distributions of a Brownian Motion Observed After a Random Delay

Suppose that a Brownian motion can only be observed after a random time τ . We are interested in the distribution of the time T required to record the first visit to a given threshold. The cases when τ has an exponential and an Erlang distribution are considered. A method to approximate the probability density function...

Mario Lefebvre, Ibrahim Touré · 0 citations
Open access Jul 2026

Homing Problems for Diffusion Processes with Random Resettings

The problem of minimizing the expected time spent by one-dimensional stochastic processes in a given interval is considered in the case of diffusion processes with random resettings. At random times that occur according to a Poisson process, the controlled diffusion process jumps from its current position to a fixed va...

Mario Lefebvre · 0 citations

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