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math.PR2014
Stochastic averaging of dynamical systems with multiple time scales forced with α-stable noise
William F. Thompson, Rachel A. Kuske, Adam H. Monahan
Stochastic averaging allows for the reduction of the dimension and complexity of stochastic dynamical systems with multiple time scales, replacing fast variables with statistically…
math.PR2012★ 2 cited
The Positive Occupation Time of Brownian Motion with Two-Valued Drift and Asymptotic Dynamics of Sliding Motion with Noise
David J. W. Simpson, Rachel Kuske
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also c…