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Название: Some First Passage Time Problems for Shot Noise Processes
Авторы: Masoliver J., Weiss G.H.
It has recently been shown that the first passage time problem for a certain class of one-dimensional processes that includes shot noise can be formulated in terms of a set of integral equations. These are found by exact enumeration of all possible trajectories. We show that the equations can be found by more direct means for processes described by the evolution equation x'(t)=f(x)+n(t), where n(t) is time-localized shot noise.