E ective Markovian approximation for non-Gaussian noises: a path integral approach

Abstract

We have analyzed di usion in a double well potential driven by a colored non-Gaussian noise. Using a path-integral approach we have obtained a consistent Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the “meanrst-passage-time” that has been tested against extensive numerical… (More)

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