Publication | Open Access
Universal equivalence of mean first-passage time and Kramers rate
114
Citations
21
References
1999
Year
EngineeringCumbersome Boundary ConditionsStochastic ProcessesStochastic SystemStochastic CalculusStochastic Dynamical SystemStochastic AnalysisStochastic PhenomenonPoisson BoundaryAdjoint EquationStochastic Differential EquationUniversal EquivalenceFlux-over-population Rate
We prove that for an arbitrary time-homogeneous stochastic process, Kramers's flux-over-population rate is identical to the inverse of the associated mean first-passage time. In this way the mean first-passage time problem can be treated without making use of the adjoint equation in conjunction with cumbersome boundary conditions.
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