Multiplicative Lévy noise in bistable systems
نویسندگان
چکیده
منابع مشابه
Nonlinear stochastic equations with multiplicative Lévy noise.
The Langevin equation with a multiplicative Lévy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed. The solution has the algebraic asymptotic form and the variance may assume a finite value for the case of the Stratonovich interpretation. The problem of escapin...
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ژورنال
عنوان ژورنال: The European Physical Journal B
سال: 2012
ISSN: 1434-6028,1434-6036
DOI: 10.1140/epjb/e2012-30003-9