A very simple stochastic differential equation with quasi-periodical multiplicative noise is investigated analytically. For fixed noise intensity the system can be stable at high noise periodicity and unstable at low noise periodicity.
Chichigina, O.A., Spagnolo, B., Valenti, D., Dubkov, A.A. (2008). Stability under influence of noise with regulated periodicity. In Proceedings of "20th International Conference on Noise and Fluctuations - ICNF 2009" (pp.61-64). AIP.
Stability under influence of noise with regulated periodicity
SPAGNOLO, Bernardo;VALENTI, Davide;
2008-01-01
Abstract
A very simple stochastic differential equation with quasi-periodical multiplicative noise is investigated analytically. For fixed noise intensity the system can be stable at high noise periodicity and unstable at low noise periodicity.
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