The effect of interference of coloured additive and multiplicative white noises on escape rate
Abstract
In this paper we have calculated the escape rate from a meta stable state for coloured and correlated noise driven open systems based on the Fokker-Planck description of the stochastic process. We consider the effect of two correlation times due to the additive coloured noise and the correlation between additive coloured and multiplicative white noises. The effect of the noise correlation strength on the rate has also been investigated.
This paper is dedicated to Professor D S Ray on the occasion of his 50th birthday.- Publication:
-
Journal of Physics A Mathematical General
- Pub Date:
- March 2004
- DOI:
- 10.1088/0305-4470/37/10/003
- Bibcode:
- 2004JPhA...37.3353M