First passage time problem: a Fokker-Planck approach
作者： Mingzhou Ding , Govindan Rangarajan
DOI: 10.1007/978-3-662-08968-2_3
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摘要: This chapter reviews the first passage time problem for one-dimensional stochastic processes and presents closed-form solutions underlying distribution function. Using Fokker-Planck approach case of Brownian motion with drift is solved in diffusive limit. technique then generalized to obtain exact anomalous diffusion, corresponding a continuous random walk.
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