Transient properties of a bistable kinetic model with correlations between additive and multiplicative noises: Mean first-passage time

The transient properties of a bistable system with correlations between additive and multiplicative noise terms are investigated. The explicit expressions of the mean first-passage time (MFPT) are obtained. The numerical computations show that the MFPT of the system is affected by {λ}, the strength of correlations between additive (intensity {α}) and multiplicative (intensity D) noise terms. For the case of perfectly correlated noises ({λ}=1), the MFPT corresponding to {α}{}D and {α}D exhibits very different behaviors, and the MFPT for {α}=D diverges to infinity. {} 1996 The American Physical Society.