TY  - INPR
A1  - Dybiec, Bartlomiej
A1  - Gudowska Nowak, Ewa
A1  - Hänggi, Peter
T1  - Levy-Brownian motion on finite intervals: Mean first passage time analysis
N2  - We present the analysis of the first passage time problem on a finite interval for the generalized Wiener process that is driven by Lévy stable noises. The complexity of the first passage time statistics (mean first passage time, cumulative first passage time distribution) is elucidated together with a discussion of the proper setup of corresponding boundary conditions that correctly yield the statistics of first passages for these non-Gaussian noises. The validity of the method is tested numerically and compared against analytical formulae when the stability index alpha approaches 2, recovering in this limit the standard results for the Fokker-Planck dynamics driven by Gaussian white noise.
KW  - Brownsche Bewegung
KW  - Rauschen
KW  - Stochastischer Prozess
KW  - Levy-Brownian motion
KW  - stochastic processes
KW  - noise
Y1  - 2006
UR  - https://opus.bibliothek.uni-augsburg.de/opus4/frontdoor/index/index/docId/325
UR  - https://nbn-resolving.org/urn:nbn:de:bvb:384-opus4-2604
ER  -