Phys. Rev. E 65, 061109 (2002) [10 pages]Exactly solvable model with an absorbing state and multiplicative colored Gaussian noiseReceived 20 February 2002; published 21 June 2002 We study the temporal evolution of a system that has an absorbing state and that is driven by colored Gaussian noise, whose amplitude depends on the system state x as |x|α. Exact, analytical expressions for the probability density functions of the system and of the absorption time are derived. We also calculate numerical characteristics of the probability density functions, namely, the fractional moments of the system and the mean absorption time, and analyze the role of the functional form of the noise correlation function. © 2002 The American Physical Society URL:
http://link.aps.org/doi/10.1103/PhysRevE.65.061109
DOI:
10.1103/PhysRevE.65.061109
PACS:
05.40.-a, 05.10.Gg, 02.50.Ey
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