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Mean first passage time for bound non-Markovian stochastic processes with superimposed shot noise

โœ Scribed by V. Palleschi; M.R. Torquati

Book ID
111712250
Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
437 KB
Volume
138
Category
Article
ISSN
0375-9601

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๐Ÿ“œ SIMILAR VOLUMES

First passage time statistics for some s
First passage time statistics for some stochastic processes with superimposed shot noise
โœ Jaume Masoliver; George H. Weiss ๐Ÿ“‚ Article ๐Ÿ“… 1988 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 482 KB

We present a method for finding statistical properties of the first passage time to exit an interval of general diffusion processes subject to random delta function impulses. Exact solutions are found for the mean first passage time for Brownian motion. Other special cases, detailed in the text, can