Mean first passage time and absorption probabilities of a Lévy flier on a finite interval: discrete space and continuous limit via Fock space approach

Author(s):  
N. S. Nicolau ◽  
H. A. Araújo ◽  
G. M. Viswanathan ◽  
M. G. E. da Luz ◽  
Ernesto C P Raposo
2017 ◽  
Vol 37 (2) ◽  
pp. 191-198 ◽  
Author(s):  
Shenghong Li ◽  
Yong Huang

In this paper, the mean first-passage time of a delayed tumor cell growth system driven by colored cross-correlated noises is investigated. Based on the Novikov theorem and the method of probability density approximation, the stationary probability density function is obtained. Then applying the fastest descent method, the analytical expression of the mean first-passage time is derived. Finally, effects of different kinds of delays and noise parameters on the mean first-passage time are discussed thoroughly. The results show that the time delay included in the random force, additive noise intensity and multiplicative noise intensity play a positive role in the disappearance of tumor cells. However, the time delay included in the determined force and the correlation time lead to the increase of tumor cells.


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