Mean first passage times of processes driven by white shot noise

Journal Article

The systems driven by white shot noise are analyzed based on mean first passage times. The shot noise has exponentially distributed jump heights. The the linkage between the results and the steady state probability density function of the process are presented.

Duke Authors

Cited Authors

  • Laio, F; Porporato, A; Ridolfi, L; Rodriguez-Iturbe, I

Published Date

  • 2001

Published In

Volume / Issue

  • 63 / 3 II

Start / End Page

  • 361051 - 361058

International Standard Serial Number (ISSN)

  • 1539-3755