Comment on first-passage times for processes driven by dichotomous fluctuations

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Abstract
The recent derivation of the mean first-passage time for one-dimensional processes driven by additive dichotomous random processes [J. Masoliver, K. Lindenberg, and B. J. West, Phys. Rev. A 34, 2351 (1986)] can be extended to situations where the noise occurs multiplicatively and nonlinearly in the stochastic differential equation. For equations with Markovian dichotomous fluctuations in particular, this result allows for a complete and general probabilistic description of the statics and dynamics of the non-Markovian solution process in terms of stationary probability distributions and first-passage time statistics.

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