Hitting probability for anomalous diffusion processes.

@article{Majumdar2010HittingPF,
  title={Hitting probability for anomalous diffusion processes.},
  author={Satya N. Majumdar and Alberto Rosso and Andrea Zoia},
  journal={Physical review letters},
  year={2010},
  volume={104 2},
  pages={020602}
}
We present the universal features of the hitting probability Q(x,L), the probability that a generic stochastic process starting at x and evolving in a box [0, L] hits the upper boundary L before hitting the lower boundary at 0. For a generic self-affine process, we show that Q(x,L)=Q(z=x/L) has a scaling Q(z) approximately z;{phi} as z-->0, where phi=theta… CONTINUE READING