A Stochastic Analysis of Power Doubling Time for a Subcritical System

Allen, E.J.

doi:10.1080/07362994.2013.777287

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Mean First Exit Time Problem1

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Cited by 6 publications

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“…Another application of exit time in biology is in development of hu-man life table data [19]. In addition, the power doubling time for a subcritical system is a first-passage time problem in nuclear engineering [3].…”

Section: Mean First Exit Time Problemmentioning

confidence: 99%

Bounds on Mean Exit Time for Purely Time-Dependent Drift and Diffusion

Allen¹

2018

Comm. in Appl. Anal.

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The mean first exit time is studied for the one-dimensional problem with one-sided exit and purely time-dependent drift and diffusion. Exact mean exit times are derived when the drift coefficient is constant and the diffusion coefficient is bounded. When the drift and diffusion coefficients both vary with time, bounds on mean first exit time are derived. Examples are described that illustrate the usefulness of the results.

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Section: Mean First Exit Time Problemmentioning

confidence: 99%