Abstract
The Hamilton–Jacobi theory in nonpotential systems developed by Maier and Stein is applied to colored noise-driven systems. The behavior of the most probable escape path (MPEP) is discussed. Singularity occurs for the MPEP in the large correlation time limit, which is closely related to the well-known probability hole problem. The solution along the MPEP is derived. The behavior near the fixed point is analyzed, and a critical value is found, which is in agreement with that obtained by other authors.
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