Noise-induced transitions for one-dimensional diffusions

DOI10.1080/07362999608809456MaRDI QIDQ4342973zbMATH OpenOpenAlexFDO

Authors Michael Scheutzow

Publication date 10 November 1997

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

Full work available at URL https://doi.org/10.1080/07362999608809456

zbMATH Keywords

Brownian motionstabilizing or destabilizing effectstochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• ON EXPLOSION OF ONE DIMENSIONAL PROCESS UNDER ADDITIVE NOISE
• Multiplicative stochastic differential equations with noise-induced transitions
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• Noise can create periodic behavior and stabilize nonlinear diffusions

Cites work

• An integral inequality and its application to a problem of stabilization by noise
• scientific article; zbMATH DE number 3736679 (Why is no real title available?)
• scientific article; zbMATH DE number 192908 (Why is no real title available?)
• scientific article; zbMATH DE number 3206627 (Why is no real title available?)
• scientific article; zbMATH DE number 3287297 (Why is no real title available?)
• Noise-induced transitions. Theory and applications in physics, chemistry, and biology

Cited in

(5)

• Onset of stochasticity for some one-dimensional systems
• Transition path properties for one-dimensional systems driven by Poisson white noise
• Multiplicative stochastic differential equations with noise-induced transitions
• Stabilization and Destabilization by Noise in the Plane
• The transition point in the zero noise limit for a 1D Peano example

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