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Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

# metadata.dc.description.abstract[].value
In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).

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Articles publicats en revistes (Física de la Matèria Condensada)

# metadata.dc.title[].value
Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise