Resonance phenomena induced by correlated parametric noise

1997 ◽  
pp. 298-298
Author(s):  
J. L. Cabrera ◽  
J. Gorroñogoitia ◽  
F. J. Rubia
Keyword(s):  
Resonance Phenomena ◽  
Parametric Noise

Resonance phenomena in saturation of absorption by laser radiation

1974 ◽  
Vol 113 (7) ◽  
pp. 385 ◽  
Author(s):  
V.S. Letokhov ◽  
V.P. Chebotaev
Keyword(s):  
Laser Radiation ◽  
Resonance Phenomena

Resonance phenomena in the region of overlap between NMR and ESR

1981 ◽  
Vol 133 (1) ◽  
pp. 75
Author(s):  
V.A. Ignatchenko ◽  
V.I. Tsifrinovich
Keyword(s):  
Resonance Phenomena

Experimental Study of Particle Size, Sound Velocity, and Resonance Phenomena in a Two-Phase Foam Flow

2001 ◽  
Vol 32 (4-6) ◽  
pp. 5
Author(s):  
A. P. Sevast'yanov ◽  
I. V. An ◽  
S. I. Vainshtein ◽  
Yu. A. Sevast'yanov ◽  
A. V. Sidnev ◽  
...  
Keyword(s):  
Experimental Study ◽  
Particle Size ◽  
Sound Velocity ◽  
Two Phase ◽  
Foam Flow ◽  
Resonance Phenomena

Resonance phenomena at complete vapour condensation in a cooled pipe

2002 ◽  
Author(s):  
Nikolay A. Pribaturin ◽  
Vladimir A. Fedorov ◽  
Maksim V. Alekseev
Keyword(s):  
Resonance Phenomena ◽  
Vapour Condensation

scholarly journals Stochastic sensitivity of bull and bear states

2021 ◽  
Author(s):  
Jochen Jungeilges ◽  
Elena Maklakova ◽  
Tatyana Perevalova
Keyword(s):  
Additive Noise ◽  
Asset Price ◽  
Market Model ◽  
Asset Market ◽  
Stochastic Version ◽  
Market Participants ◽  
Price Process ◽  
Stochastic Sensitivity ◽  
Stable Equilibria ◽  
Parametric Noise

AbstractWe study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows us to assess the consequences of changes in uncertainty on the dynamics of an asset price process close to stable equilibria. In particular, we focus on noise-induced transitions between bull and bear states of the market under additive as well as parametric noise. Our results are obtained by combining the stochastic sensitivity function (SSF) approach, a mixture of analytical and numerical techniques, due to Mil’shtein and Ryashko (1995) with concepts and techniques from the study of non-smooth 1D maps. We find that the stochastic sensitivity of the respective bull and bear equilibria in the presence of additive noise is higher than under parametric noise. Thus, recurrent transitions are likely to be observed already for relatively low intensities of additive noise.

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