Abstract

We have analyzed diffusion in a double well potential driven by a colored non-Gaussian noise. Using a path-integral approach we have obtained a consistent Markovian approximation to the initially non-Markovian problem. Such an approximation allows us to get analytical expressions for the "mean-first-passage-time" that has been tested against extensive numerical simulations. (C) 2002 Elsevier Science B.V. All rights reserved.