most citedFirst exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components

5 citations · 5 across the 2 of their papers we have counts for

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2 papers

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…