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

摘要

A system with two correlated Gaussian white noises is analysed. This systemcan describe both stochastic localization and long tails in the stationarydistribution. Correlations between the noises can lead to a nonmonotonicbehaviour of the variance as function of the intensity of one of the noises andto a stochastic resonance. A method for improving the transmission of externalperiodic signal by tuning parameters of the system discussed in this paper isproposed.