Bistable behaviour of a jump-diffusion driven by a periodic stable-like additive process
Isabelle Kuhwald, Ilya Pavlyukevich · Discrete and Continuous Dynamical Systems - B · 2016
We study a bistable gradient systemperturbed 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 indexwe single out the characteristic time scale on which the system exhibits themetastable behaviour, namely it behaves like a time discrete two-state Markov chain.