Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process

Isabelle  Kuhwald; Ilya  Pavlyukevich

doi:10.3934/dcdsb.2016092

Article Contents

2016, Volume 21, Issue 9: 3175-3190. Doi: 10.3934/dcdsb.2016092

This issue Previous Article Approximation for random stable manifolds under multiplicative correlated noises Next Article Takens theorem for random dynamical systems

Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process

Isabelle Kuhwald^1, and
Ilya Pavlyukevich^1,

1.
Friedrich Schiller University Jena, Department of Mathematics and Computer Science, Institute for Mathematics, Ernst-Abbe-Platz 2, 07743 Jena

Received: October 31, 2015

Revised: March 31, 2016

Published: October 2016

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Abstract

We study a bistable gradient system perturbed by a stable-like additive process with a periodically varying stability index. Among a continuum of intrinsic time scales determined by the values of the stability index we single out the characteristic time scale on which the system exhibits the metastable behaviour, namely it behaves like a time discrete two-state Markov chain.

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Mathematics Subject Classification: Primary: 60H10, 60J75, 60G51, 60G52.

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