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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/9366
Mean first-passage time of continuous non-Markovian processes driven by colored noise
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An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.
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SANCHO, José M., SAGUÉS I MESTRE, Francesc and SAN MIGUEL RUIBAL, Maximino. Mean first-passage time of continuous non-Markovian processes driven by colored noise. Physical Review A. 1986. Vol. 33, num. 5, pags. 3399-3403. ISSN 1050-2947. [consulted: 8 of October of 2026]. Available at: https://hdl.handle.net/2445/9366