Multiplicative Levy noise in bistable systems

Abstract

Stochastic motion in a bistable, periodically modulated potential is discussed. The system is stimulated by a white noise increments of which have a symmetric stable Lévy distribution. The noise is multiplicative: its intensity depends on the process variable like |x|^{-θ}. The Stratonovich and Itô interpretations of the stochastic integral are taken into account. The mean first passage time is calculated as a function of θfor different values of the stability index αand size of the barrier. Dependence of the output amplitude on the noise intensity reveals a pattern typical for the stochastic resonance. Properties of the resonance as a function of α, θ and size of the barrier are discussed. Both height and position of the peak strongly depends on θ and on a specific interpretation of the stochastic integral.

8 pages, 6 figures