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An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises

P. F. Gora
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Abstract

A system with two correlated Gaussian white noises is analysed. This system can describe both stochastic localization and long tails in the stationary distribution. Correlations between the noises can lead to a nonmonotonic behaviour of the variance as function of the intensity of one of the noises and to a stochastic resonance. A method for improving the transmission of external periodic signal by tuning parameters of the system discussed in this paper is proposed.

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P. F. Gora. 2006-02-19. An exactly solvable nonlinear model: Constructive effects of correlations between Gaussian noises. https://doi.org/10.1016/j.physa.2006.10.056

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