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Stratonovich model driven by dichotomous noise: Mean first passage time

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Zeitschrift für Physik B Condensed Matter

Abstract

The mean first passage time to reach a noise-induced state starting from a local minimum of the stationary probability density is calculated analytically exploiting a novel type of boundary conditions. The result is checked by digital simulation for typical values of the parameters.

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Behn, U., Schiele, K. Stratonovich model driven by dichotomous noise: Mean first passage time. Z. Physik B - Condensed Matter 77, 485–490 (1989). https://doi.org/10.1007/BF01453799

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  • DOI: https://doi.org/10.1007/BF01453799

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