The exit distribution on the stochastic separatrix in Kramers' exit problem

SIAM Journal on Applied Mathematics

Volumn 62, Issue 5, 2002, Pages 1698-1711

  Schuss, Z ^a   Spivak, A ^a  

^a TEL AVIV UNIVERSITY   (Israel)

Author keywords

First passage time; Langevin's equation; Stochastic differential equations; The exit problem

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; DIFFERENTIAL EQUATIONS; ELECTRIC POTENTIAL; PERTURBATION TECHNIQUES; PROBABILITY; RANDOM PROCESSES; SPURIOUS SIGNAL NOISE;

SINGULAR PERTURBATION PROBLEMS;

PROBLEM SOLVING;

EID: 0036588757     PISSN: 00361399     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0036139999359057     Document Type: Article

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