Stochastically gated local and occupation times of a Brownian particle

Paul C. Bressloff
2017 Physical review. E  
We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically-gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is
more » ... upation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the stochastic gate.
doi:10.1103/physreve.95.012130 pmid:28208407 fatcat:qfd7dg3znnho3iykhurpmtkiem