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Path Integral Approach to non-Markovian First-Passage Time Problems
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits elegant analytic solutions derived from the Fokker-Planck eq...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
2009
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1243065 |