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

Sancho, José M.Sagués i Mestre, FrancescSan Miguel Ruibal, Maximino2009-09-222009-09-2219861050-2947https://hdl.handle.net/2445/9366An 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.5 p.application/pdfeng(c) The American Physical Society, 1986Fluctuacions (Física)SorollProcessos de MarkovFluctuations (Physics)NoiseMean first-passage time of continuous non-Markovian processes driven by colored noiseinfo:eu-repo/semantics/article5374info:eu-repo/semantics/openAccess