Mean first-passage time of continuous non-Markovian processes driven by colored noise
Open Access
- 1 May 1986
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review A
- Vol. 33 (5) , 3399-3403
- https://doi.org/10.1103/physreva.33.3399
Abstract
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.Keywords
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