First passage time statistics of Brownian motion with purely time dependent drift and diffusion

Physica A: Statistical Mechanics and its Applications

Volumn 390, Issue 11, 2011, Pages 1841-1852

  Molini, A ^a,b   Talkner, P ^c   Katul, G G ^a,b   Porporato, A ^a,b  

^a Duke University   (United States)

^b DUKE UNIVERSITY   (United States)

^c UNIVERSITY OF AUGSBURG   (Germany)

Author keywords

Absorbing barrier; Brownian motion; Snowmelt; Time dependent drift and diffusion

Indexed keywords

BROWNIAN MOVEMENT; FOKKER PLANCK EQUATION; SNOW MELTING SYSTEMS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS; WATER RESOURCES;

ABSORBING BARRIER; FIRST-PASSAGE-TIME DENSITY; POWER-LAW TIME DEPENDENCES; SCIENTIFIC APPLICATIONS; SNOWMELT; TIME DEPENDENT; TRANSITIONAL PROBABILITY; WATER RESOURCES AVAILABILITY;

DIFFUSION;

EID: 79953325284     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.01.024     Document Type: Article

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