First-passage distributions for the one-dimensional Fokker-Planck equation

  title={First-passage distributions for the one-dimensional Fokker-Planck equation},
  author={Oriol Artime and Nagi Khalil and Ra{\'u}l Toral and Maxi San Miguel},
  journal={Physical Review E},
We present an analytical framework to study the first-passage (FP) and first-return (FR) distributions for the broad family of models described by the one-dimensional Fokker-Planck equation in finite domains, identifying general properties of these distributions for different classes of models. When in the Fokker-Planck equation the diffusion coefficient is positive (nonzero) and the drift term is bounded, as in the case of a Brownian walker, both distributions may exhibit a power-law decay… 

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