Mean first passage times of processes driven by white shot noise

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 63, Issue 3, 2001, Pages

  Laio, F ^a,b   Porporato, A ^a,b   Ridolfi, L ^a   Rodriguez Iturbe, I ^b  

^a POLITECNICO DI TORINO   (Italy)

^b Princeton University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY DENSITY FUNCTION; SHOT NOISE; WHITE NOISE;

STEADY-STATE PROBABILITY DENSITY FUNCTION;

RANDOM PROCESSES;

EID: 0035277299     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.63.036105     Document Type: Article

References (22)

1. J.M. Sancho, Phys. Rev. A 31, 3523 (1985).
2. P. Hänggi and P. Talkner, Phys. Rev. A 32, 1934 (1985).
3. J. Masoliver, K. Lindenberg, and B.J. West, Phys. Rev. A 33, 2177 (1986).
4. M.A. Rodriguez and L. Pesquera, Phys. Rev. A 34, 4532 (1986).
5. J. Masoliver, Phys. Rev. A 35, 3918 (1987).
6. E. Hernández-Garcia, L. Pesquera, M.A. Rodriguez, and M. San Miguel, Phys. Rev. A 36, 5774 (1987).
7. J.M. Porrà and J. Masoliver, Phys. Rev. E 47, 1633 (1993).
8. J. Olarrea, J.M.R. Parrondo, and F.J. Delarubia, J. Stat. Phys. 79, 669 (1995).
9. I. Rodriguez-Iturbe, Proc. R. Soc. London, Ser. A 455, 3789 (1999).
10. C. Van den Broeck, J. Stat. Phys. 31, 467 (1983).
11. D.R. Cox and V. Isham, Adv. Appl. Probab. 455, 558 (1986).
12. F. Laio, A. Porporato, L. Ridolfi, and I. Rodriguez-Iturbe (unpublished).
13. C.W. Gardiner, Handbook of Stochastic Methods: For Physics, Chemistry and the Natural Sciences, 3rd ed. (Springer, Berlin, 1990).
14. N.G. van Kampen, Stochastic Processes in Physics and Chemistry (North-Holland, Amsterdam, 1992).
15. E. Vanmarke, Random Fields: Analysis and Synthesis (MIT Press, Cambridge, 1983).
16. V. Balakrishnan, C. Van den Broeck, and P. Hänggi, Phys. Rev. A 38, 4213 (1988).
17. A. Porporato, F. Laio, L. Ridolfi, and I. Rodriguez-Iturbe (unpublished).
18. L. Ridolfi, P. D’Odorico, A. Porporato, and I. Rodriguez-Iturbe, Water Resour. Res. 36, 2297 (2000).
19. I. Rodriguez-Iturbe, A. Porporato, F. Laio, and L. Ridolfi (unpublished).
20. L. Takács, Acta Math. Acad. Sci. Hung. 6, 101 (1955).
21. Handbook of Mathematical Functions, edited by M. Abramowitz and I.A. Stegun (Dover, New York, 1964).
22. A.P. Prudnikov, Y.A. Brychkov, and O.I. Marichev, Integrals and Series (Gordon and Breach, New York, 1986), Vol. 2.