Abstract
We obtain the exact analytical expression, up to a quadrature, for the mean exit time, , of a free inertial process driven by Gaussian white noise from a region in space. We obtain a completely explicit expression for and discuss the dependence of as a function of the size of the region. We develop a new method that may be used to solve other exit time problems.
- Received 27 March 1995
DOI:https://doi.org/10.1103/PhysRevLett.75.189
©1995 American Physical Society