Persistence with Partial Survival
  We introduce a parameter $p$, called partial survival, in the persistence of stochastic processes and show that for smooth processes the persistence exponent $\theta(p)$ changes continuously with $p$, $\theta(0)$ being the usual persistence exponent. We compute $\theta(p)$ exactly for a one-dimensional deterministic coarsening model, and approximately for the diffusion equation. Finally we develop an exact, systematic series expansion for $\theta(p)$, in powers of $\epsilon=1-p$, for a general Gaussian process with finite density of zero crossings. 
Satya N. Majumdar, Alan J. Bray