The distribution of exit times for weakly colored noise
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Publication:751069
DOI10.1007/BF01044718zbMath0714.60072MaRDI QIDQ751069
Patrick S. Hagan, C. David Levermore, Charles R. Doering
Publication date: 1989
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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