The distribution of exit times for weakly colored noise
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Publication:751069
DOI10.1007/BF01044718zbMATH Open0714.60072MaRDI QIDQ751069FDOQ751069
Patrick S. Hagan, C. David Levermore, Charles R. Doering
Publication date: 1989
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- Mean Exit times for Particles Driven by Weakly Colored Noise
Cited In (12)
- Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes
- Run and tumble particle under resetting: a renewal approach
- Colored noise and a characteristic level crossing problem
- Optimizing Brownian escape rates by potential shaping
- Strong approximation rate for Wiener process by fast oscillating integrated Ornstein-Uhlenbeck processes
- Statistical properties of the Burgers equation with Brownian initial velocity
- Half-range expansion analysis for Langewin dynamics in the high-friction limit with a singular absorbing boundary condition: noncharacteristic case
- A diffusive information preservation method for small Knudsen number flows
- First-passage problems for degenerate two-dimensional diffusion processes
- Half-range completeness for the Fokker-Planck equation with an external force
- Mean Exit times for Particles Driven by Weakly Colored Noise
- Statistical descriptions of polydisperse turbulent two-phase flows
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