First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps
Bibliographic record
Abstract
Let {X(t),t≥0} be a one-dimensional jump-diffusion process whose continuous part is either a Wiener, Ornstein–Uhlenbeck, or generalized Bessel process. The process starts at X(0)=x∈[−d,d]. Let τ(x) be the first time that X(t)=0 or |X(t)|=d. The jumps follow a uniform distribution on the interval (−2x,0) when x is positive and on the interval (0,−2x) when x is negative. We are interested in the moment-generating function of τ(x), its mean, and the probability that X[τ(x)]=0. We must solve integro-differential equations, subject to the appropriate boundary conditions. Analytical and numerical results are presented.
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How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".