Transient properties of a bistable kinetic model with correlations between additive and multiplicative noises: Mean first-passage time

The transient properties of a bistable system with correlations between additive and multiplicative noise terms are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is affected by λ, the strength of correlations between additive (intensity α) and multiplicative (intensity D) noise terms. For the case of perfectly correlated noises (λ=1), the MFPT corresponding to α≳D and α<D exhibits very different behaviors, and the MFPT for α=D diverges to infinity. © 1996 The American Physical Society.