EXACT SOLUTION TO THE EXIT-TIME PROBLEM FOR AN UNDAMPED FREE PARTICLEDRIVEN BY GAUSSIAN WHITE-NOISE

Authors
MASOLIVER J PORRA JM
Citation
J. Masoliver et Jm. Porra, EXACT SOLUTION TO THE EXIT-TIME PROBLEM FOR AN UNDAMPED FREE PARTICLEDRIVEN BY GAUSSIAN WHITE-NOISE, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 53(3), 1996, pp. 2243-2256
Citations number
41
Categorie Soggetti
Physycs, Mathematical","Phsycs, Fluid & Plasmas
Journal title
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics → ACNP
ISSN journal
1063651X
Volume
53
Issue
3
Year of publication
1996
Pages
2243 - 2256
Database
ISI
SICI code
1063-651X(1996)53:3<2243:ESTTEP>2.0.ZU;2-5
Abstract
In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x, v), of a free inertial process driven by Gaussian white noise out of a region ( 0, L) in space. In this paper we give a detailed ai:count of the metho d employed and present results on asymptotic properties and averages o f T(x, v).