Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise

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Título:	Exact solution to the exit-time problem for an undamped free particle driven by Gaussian white noise
Autor/a:	Masoliver, Jaume, 1951-; Porrà i Rovira, Josep Maria
Otros autores:	Universitat de Barcelona
Abstract:	In a recent paper [Phys. Rev. Lett. 75, 189 (1995)] we have presented the exact analytical expression for the mean exit time, T(x,v), of a free inertial process driven by Gaussian white noise out of a region (0,L) in space. In this paper we give a detailed account of the method employed and present results on asymptotic properties and averages of T(x,v).
Materia(s):	-Física matemática -Fisica estadística -Termodinàmica -Soroll -Processos estocàstics -Mathematical physics -Statistical physics -Tthermodynamics -Noise -Stochastic processes
Derechos:	(c) American Physical Society, 1996
Tipo de documento:	Artículo Artículo - Versión publicada
Editor:	The American Physical Society
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Perelló, Josep, 1974-; Porrà i Rovira, Josep Maria; Montero Torralbo, Miquel; Masoliver, Jaume, 1951-

Masoliver, Jaume, 1951-; Montero Torralbo, Miquel; Porrà i Rovira, Josep Maria

Porrà i Rovira, Josep Maria; Masoliver, Jaume, 1951-

Masoliver, Jaume, 1951-; Porrà i Rovira, Josep Maria

Masoliver, Jaume, 1951-; Porrà i Rovira, Josep Maria; Weiss, George H. (George Herbert), 1930-

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