The Exit Problem from a Neighborhood of the Global Attractor for Dynamical Systems Perturbed by Heavy-Tailed Lévy Processes

DOI10.1080/07362994.2014.858554zbMath1296.60150OpenAlexW2060060228MaRDI QIDQ5416842

Ilya Pavlyukevitch, Michael A. Högele

Publication date: 15 May 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.858554

zbMATH Keywords

global attractor\(\alpha\)-stable Lévy processVan der Pol oscillatorfinite-dimensional dynamical systemheavy-tailed large jumpssmall multiplicative Lévy noise

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stable stochastic processes (60G52)

Related Items (13)

Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance ⋮ Transportation distances and noise sensitivity of multiplicative Lévy SDE with applications ⋮ Directed transport induced by spatially modulated Lévy flights ⋮ Lévy noise induced transitions and enhanced stability in a birhythmic Van der Pol system ⋮ Large deviations for Lévy diffusions in the small noise regime ⋮ How close are time series to power tail Lévy diffusions? ⋮ The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps ⋮ The first passage problem for stable linear delay equations perturbed by power law Lévy noise ⋮ The first exit problem of reaction-diffusion equations for small multiplicative L\'evy noise ⋮ Coupling distances between Lévy measures and applications to noise sensitivity of SDE ⋮ Metastability in a class of hyperbolic dynamical systems perturbed by heavy-tailed Lévy type noise ⋮ Stochastic resonance with multiplicative heavy-tailed Lévy noise: Optimal tuning on an algebraic time scale ⋮ On the Calibration of Lévy Driven Time Series with Coupling Distances and an Application in Paleoclimate

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