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Parametric data analysis of bistable stochastic systems

Frank, T and Sondermann, M. and Ackemann, Thorsten and Friedrich, R (2005) Parametric data analysis of bistable stochastic systems. Nonlinear Phenomena In Complex Systems, 8 (2). pp. 193-199.

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Abstract

A data analysis method is proposed to derive drift and diffusion functions of Markov diffusion processes in terms of function series and expansion coefficients. The data analysis method is exemplified for a generic bistable stochastic systems involving a double-well potential and for a vertical-cavity surface-emitting laser system exhibiting an optical bistability.