Papers Published

1. Laio, F. and Porporato, A. and Ridolfi, L. and Rodriguez-Iturbe, I., Mean first passage times of processes driven by white shot noise, Physical Review E. Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics, vol. 63 no. 3 II (2001), pp. 36105 - 1 [PhysRevE.63.036105] .
   (last updated on 2007/04/09)

   Abstract:
   The systems driven by white shot noise are analyzed based on mean first passage times. The shot noise has exponentially distributed jump heights. The the linkage between the results and the steady state probability density function of the process are presented.

   Keywords:
   Shot noise;White noise;Probability density function;