Abstract
Two simple rules are derived for obtaining the solution of a problem with correlated multiplicative and additive noise in terms of the results for systems with non-correlated noise. It is shown that the mean free passage time decreases as the correlation time increases, and its influence becomes important for not-too-small correlation times.
| Original language | English |
|---|---|
| Pages (from-to) | L293-L297 |
| Journal | Journal of Physics A: Mathematical and General |
| Volume | 32 |
| Issue number | 27 |
| DOIs | |
| State | Published - 9 Jul 1999 |