THE MEAN FIRST-PASSAGE TIME FOR NONLINEAR NON-MARKOVIAN CONTINUOUS NOISE

Authors
YANG M CAO L WU DJ
Citation
M. Yang et al., THE MEAN FIRST-PASSAGE TIME FOR NONLINEAR NON-MARKOVIAN CONTINUOUS NOISE, Communications in Theoretical Physics, 24(3), 1995, pp. 305-310
Citations number
3
Categorie Soggetti
Physics
Journal title
Communications in Theoretical Physics → ACNP
ISSN journal
02536102
Volume
24
Issue
3
Year of publication
1995
Pages
305 - 310
Database
ISI
SICI code
0253-6102(1995)24:3<305:TMFTFN>2.0.ZU;2-3
Abstract
A method for calculating the mean first-passage time for non-Markovian free processes driven by continuous noise is generalized to free proc ess X(t) = g[F(t)] and unfree process X(t) = f[X(t)]g[F(t)] with nonli near noise. When the switch distribution is rectangular, the exact ana lytic expressions of the mean first-passage time for free process X(t) = [F(t)](m) driven by nonlinear noise and X(t) = -k[X(t)](n)[F(t)](m) +[F(t)](m) driven by both multiplicative and nonlinear additive noises are also given.