Hagan P.S., Doering C.R., Levermore C.D. — The Distribution of Exit Times for Weakly Colored Noise
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Название: The Distribution of Exit Times for Weakly Colored Noise
Авторы: Hagan P.S., Doering C.R., Levermore C.D.
Аннотация:
Journal of Statistical Physics, Vol. 54, Nos. 5/6, 1989. p. 1321-1352.
We analyze the exit time (first passage time) problem for the Ornstein-Uhlenbeck model of Brownian motion...
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