Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance

The Exit Problem for Diffusions with Time-periodic Drift and Stochastic Resonance

Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defective. They are not robust for the passage to their effective dynamics: continuous-time finite-state Markov chains describing the rough features of transitions between different domains of attraction of metastable points...

Stochastic differential equations and integrating factor

The aim of this paper is the analytical solutions the family of rst-order nonlinear stochastic differentialequations. We dene an integrating factor for the large class of special nonlinear stochasticdierential equations. With multiply both sides with the integrating factor, we introduce a deterministicdierential equation. The results showed the accuracy of the present work.

Stochastic Differential Equations and Applications

The expressions of solutions for general n × m matrix-valued inhomogeneous linear stochastic differential equations are derived. This generalizes a result of Jaschke (2003) for scalar inhomogeneous linear stochastic differential equations. As an application, some IR vector-valued inhomogeneous nonlinear stochastic differential equations are reduced to random differential equations, facilitating...

Fuzzy completion time for alternative stochastic networks

In this paper a network comprising alternative branching nodes with probabilistic outcomes is considered. In other words, network nodes are probabilistic with exclusive-or receiver and exclusive-or emitter. First, an analytical approach is proposed to simplify the structure of network. Then, it is assumed that the duration of activities is positive trapezoidal fuzzy number (TFN). This paper com...

Stochastic Differential Equations with Applications