Chapman-Kolmogorov equation
(continuous case) and the Fokker-Planck equation for the transition
probability W: forward and backward Kolmogorov equation (section 1.6.4,
first part).
Computation of the average exit time: exact formula (section 1.6.4, second part).
Arrhenius formula as an approximation for the average exit time from a metastable state in
a double well potential (section 1.6.4, second part).
Reference book: "Non equilibrium statistical physics: a modern perspective" by Livi and Politi