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math.PR2008
From persistent random walks to the telegraph noise
Samuel Herrmann, Pierre Vallois
We study a family of memory-based persistent random walks and we prove weak convergences after space-time rescaling. The limit processes are not only Brownian motions with drift. W…
math.PR2005★ 25 cited
The exit problem for diffusions with time-periodic drift and stochastic resonance
Samuel Herrmann, Peter Imkeller
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defecti…