Escape process and stochastic resonance under noise intensity fluctuation

DOI10.1016/J.PHYSLETA.2011.07.054zbMath1252.82074arXiv1011.2533OpenAlexW2022149300MaRDI QIDQ691921

Masanori Arita, Yoshihiko Hasegawa

Publication date: 4 December 2012

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1011.2533

zbMATH Keywords

stochastic volatilitystochastic processstochastic resonancesuperstatisticsmean first passage timeresonant activation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Forced motions for nonlinear problems in mechanics (70K40) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Resonance in context of PDEs (35B34)

Related Items (5)

Information length as a new diagnostic in the periodically modulated double-well model of stochastic resonance ⋮ Lévy noise effects on Josephson junctions ⋮ Study of the method of multi-frequency signal detection based on the adaptive stochastic resonance ⋮ Comparison of stochastic resonance in static and dynamical nonlinearities ⋮ Effects of Lévy noise on the dynamics of sine-Gordon solitons in long Josephson junctions

Cites Work

• The Fokker-Planck equation. Methods of solution and applications.
• Application of the method of moments for calculating the dynamic response of periodically driven nonlinear stochastic systems
• Stochastic Resonance
• Probability distribution of returns in the Heston model with stochastic volatility*
• Multiplicative Stochastic Resonance for a Linear System Driven by O–U Noise
• A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
• Superstatistics

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