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

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 1279294
Language Label Description Also known as
default for all languages
No label defined
    English
    Stochastic calculus: Application to dynamic bifurcations and threshold crossings
    scientific article; zbMATH DE number 1279294

      Statements

      Stochastic calculus: Application to dynamic bifurcations and threshold crossings (English)
      0 references
      0 references
      0 references
      20 June 1999
      0 references
      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.
      0 references
      0 references
      dynamic bifurcation
      0 references
      threshold crossing
      0 references
      stochastic calculus
      0 references

      Identifiers