25 citations · 30 across the 3 of their papers we have counts for
3 papers
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…
math.PR2004★ 5 cited
First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components
Peter Imkeller, Ilya Pavlyukevich
We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptot…
math.PR2003
Stochastic Resonance in Two-State Markov Chains
Peter Imkeller, Ilya Pavlyukevich
In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distributio…