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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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Reproducció digital del document publicat en format paper, proporcionada per PROLA i http://dx.doi.org/10.1103/PhysRevA.33.3399

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Articles publicats en revistes (Física Quàntica i Astrofísica)

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Mean first-passage time of continuous non-Markovian processes driven by colored noise