Journal of Statistical Physics, Vol. 51, Nos. 1/2, 1988. p. 215-232.
This paper discusses the simplest first passage time problems for random walks and diffusion processes on a line segment. When a diffusing particle moves in a time-varying field, use of the adjoint equation does not lead to any simplification in the calculation of moments of the first passage time as is the case for diffusion in a time-invariant field...