Study of a class of non-linear stochastic processes boomerang behaviour of the mean path

Hongler, M. O.2013-01-072013-01-072013-01-07198110.1016/0167-2789(81)90014-22-s2.0-33748291057https://infoscience.epfl.ch/handle/20.500.14299/87672WOS:A1981MH77500003Exact results are obtained for a large class of non-linear stochastic processes with constant diffusion. Special attention is given to the intrinsic effects induced by the non-linearities. In particular, a boomerang type behaviour of the mean path and time-controlled transitions from unimodal to bimodal probability densities are observed. Finally, the Onsager-Machlup stationary phase approximation is discussed and is recognised to provide a rather poor information for our particular class of models. © 1981.Study of a class of non-linear stochastic processes boomerang behaviour of the mean pathtext::journal::journal article::research article