Stochastic calculus: Application to dynamic bifurcations and threshold crossings (Q1284763)

If a symmetry-breaking bifurcation is searched for by making a parameter a function of time, it is not obvious how to measure its position due to the produced delay. The authors study the dynamic pitchfork bifurcation in the presence of white noise and calculate the density of the last time that a path is at zero as a function of the noise level and the rate of change of the parameter. Moving on they consider a threshold crossing problem and calculate an occupation density which could be used to extract information from paths followed until they reach the first of a certain level.