Investigation on the properties of sine-Wiener noise and its induced escape in the particular limit case D → ∞

  title={Investigation on the properties of sine-Wiener noise and its induced escape in the particular limit case D → ∞},
  author={Jianlong Wang and Xiaolei Leng and Xianbin Liu and Ronghui Zheng},
  journal={Journal of Statistical Mechanics: Theory and Experiment},
Sine-Wiener (SW) noise is increasingly adopted in realistic stochastic modeling for its bounded nature. However, many features of the SW noise are still unexplored. In this paper, firstly, the properties of the SW noise and its integral process are explored as the parameter D in the SW noise tends to be infinite. It is found that although the distribution of the SW noise is quite different from Gaussian white noise, the integral process of the SW noise shows many similarities with the Wiener… 



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