Mean exit time and escape probability for the Ornstein–Uhlenbeck process

DOI10.1063/5.0020849zbMath1455.60107OpenAlexW3087272362WikidataQ100411924 ScholiaQ100411924MaRDI QIDQ5139762

Caibin Zeng

Publication date: 10 December 2020

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/5.0020849

Mathematics Subject Classification ID

Diffusion processes (60J60)

Cites Work

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• Water dynamics at interfaces and solutes: Disentangling free energy and diffusivity contributions
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• First-passage time of Markov processes to moving barriers
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• Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension
• Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics
• The First Passage Problem for a Continuous Markov Process

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