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Physical Review E - Statistical, Nonlinear, and Soft Matter Physics

Volumn 83, Issue 2, 2011, Pages

Survival probability and first-passage-time statistics of a Wiener process driven by an exponential time-dependent drift

(1) Urdapilleta, Eugenio a

a CENTRO ATÓMICO BARILOCHE (Argentina)

Author keywords

[No Author keywords available]

Indexed keywords

ABSORBING BOUNDARIES; CONTINUOUS VARIABLES; EXPONENTIAL TIME; FIRST-PASSAGE; FIRST-PASSAGE-TIME DENSITY; FOKKER PLANCK; HIGHER ORDER SOLUTIONS; LIMIT BEHAVIOR; NUMERICAL SIMULATION; RECURRENCE EQUATION; SECOND ORDERS; STATISTICAL PROPERTIES; STOCHASTIC PROCESS; SURVIVAL PROBABILITIES; TIME-DEPENDENT; WIENER PROCESS;

EXPANSION; FOKKER PLANCK EQUATION; RANDOM PROCESSES;

PROBABILITY DENSITY FUNCTION;

EID: 79952526019 PISSN: 15393755 EISSN: 15502376 Source Type: Journal
DOI: 10.1103/PhysRevE.83.021102 Document Type: Article

Times cited : (16)

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