We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random acceleration process and higher order processes. In the case of escape from finite intervals, mixture of noises can result in the change of value of the mean first passage time in comparison to the action of each noise separately. At the same time, for the random acceleration process on the (positive) half-line, over the wide range of parameters, the exponent characterizing the power-law decay of the survival probability is equal to the one characterizing the decay of the survival probability under action of t...
We study the stochastic motion of active particles that undergo spontaneous transitions between dist...
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on sever...
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian ...
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of ...
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime an...
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are u...
5 pages, 2 figures5 pages, 2 figures5 pages, 2 figuresWe investigate escape processes from metastabl...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
Processes driven by randomly interrupted Gaussian white noise are considered. An evolution equation...
We explore the properties of discrete-time stochastic processes with a bounded state space, whose de...
We study the impact of applying stochastic forcing to the Ghil-Sellers energy balance climate model ...
We study a generalization of the Heston model, which consists of two coupled stochastic differential...
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) mod...
The study of noise assisted transport in quantum systems is essential in a wide range of application...
Many physical and chemical phenomena are governed by stochastic escape across potential barriers. Th...
We study the stochastic motion of active particles that undergo spontaneous transitions between dist...
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on sever...
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian ...
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of ...
Stochastic resetting and noise-enhanced stability are two phenomena which can affect the lifetime an...
L\'evy stochastic processes, with noise distributed according to a L\'evy stable distribution, are u...
5 pages, 2 figures5 pages, 2 figures5 pages, 2 figuresWe investigate escape processes from metastabl...
This article concerns the large deviations regime and the consequent solution of the Kramers problem...
Processes driven by randomly interrupted Gaussian white noise are considered. An evolution equation...
We explore the properties of discrete-time stochastic processes with a bounded state space, whose de...
We study the impact of applying stochastic forcing to the Ghil-Sellers energy balance climate model ...
We study a generalization of the Heston model, which consists of two coupled stochastic differential...
The most frequently used in physical application diffusive (based on the Fokker-Planck equation) mod...
The study of noise assisted transport in quantum systems is essential in a wide range of application...
Many physical and chemical phenomena are governed by stochastic escape across potential barriers. Th...
We study the stochastic motion of active particles that undergo spontaneous transitions between dist...
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on sever...
A standard approach to analysis of noise-induced effects in stochastic dynamics assumes a Gaussian ...