Abstract:An approach was developed to describe the first passage time (FPT) in multistep stochastic processes with discrete states governed by a master equation (ME). The approach is an extension of the totally absorbing boundary approach given for calculation of FPT in one-step processes (Van Kampen 2007) to include multistep processes where jumps are not restricted to adjacent sites. In addition, a Fokker-Planck equation (FPE) was derived from the multistep ME, assuming the continuity of the state variable. The devel… Show more
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