The first-passage time problem for a general non-Markovian process driven by a dichotomic Markov noise is solved. An equation for the probability to be found in an interval without ever having left this interval is deduced. Exact results for first-passage time moments are obtained.
No takes yet. Share an insight, caveat, or question.
Rodríguez et al. (1986) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: