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Items where Author is "Craster, R"

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Martin, R. J., Kearney, M. J. and Craster, R. V. (2019) Long- and short-time asymptotics of the first-passage time of the Ornstein-Uhlenbeck and other mean-reverting processes Journal of Physics A: Mathematical and Theoretical, 52 (13). pp. 1-33.

Martin, R. J., Craster, R. V., Pannier, A. and Kearney, M. J. (2019) Analytical approximation to the multidimensional Fokker–Planck equation with steady state Journal of Physics A: Mathematical and Theoretical, 52, 085002.

Martin, RJ, Craster, RV and Kearney, MJ (2015) Infinite product expansion of the Fokker-Planck equation with steady-state solution PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 471 (2179), ARTN 20150.

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