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- W1645122570 abstract "The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits elegant analytic solutions derived from the Fokker-Planck equation with an absorbing boundary condition while, when the underlying dynamics is non-markovian, the equation for the probability becomes non-local due to the appearance of memory terms, and the problem becomes much harder to solve. We show that the computation of the probability distribution and of the first-passage time for non-Markovian processes can be mapped into the evaluation of a path-integral with boundaries, and we develop a technique for evaluating perturbatively this path integral, order by order in the non-Markovian terms." @default.
- W1645122570 created "2016-06-24" @default.
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- W1645122570 date "2009-05-04" @default.
- W1645122570 modified "2023-09-27" @default.
- W1645122570 title "Path Integral Approach to non-Markovian First-Passage Time Problems" @default.
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