Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process

DOI10.3934/DCDSB.2016092zbMath1353.60074OpenAlexW2539924757MaRDI QIDQ727478

Isabelle Kuhwald, Ilya Pavlyukevitch

Publication date: 7 December 2016

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2016092

zbMATH Keywords

periodicitytime scalesmetastabilityMarkov chainheavy tailsstability indexjump-diffusionsindependent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Stable stochastic processes (60G52)

Related Items (1)

Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale

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