The random dynamical pitchfork bifurcation with additive L\'evy noises
Ziying He, Xianming Liu

TL;DR
This paper investigates how additive non-Gaussian Le9vy noises influence the classical pitchfork bifurcation, revealing the persistence of bifurcation phenomena and analyzing stability and spectral properties under different Le9vy noise types.
Contribution
It introduces a detailed analysis of stochastic pitchfork bifurcation under Le9vy noises, overcoming explicit density calculation challenges with novel estimation techniques.
Findings
Invariant measure exists under both e1-stable and truncated Le9vy noises.
Lyapunov exponent is negative for truncated noise, indicating stability.
Bifurcation behavior persists despite non-Gaussian noise complexities.
Abstract
This paper concerns the effects of additive non-Gaussian L\'evy noises on the pitchfork bifurcation. We consider two types of noises, -stable process and the truncated process. Under both -stable process and the truncated process, the classical pitchfork bifurcation model exists a unique invariant measure. The Lyapunov exponent associated with the invariant measure is always negative for the system under the truncated case. While the stochastic pitchfork bifurcation still occurs. In both cases, the attractivity uniformity, the finite-time Lyapunov exponent, and the dichotomy spectrum behave varies with the bifurcation parameter changing. Compared with Brownian motion, there is two key difficulties for the L\'evy processes. The stationary density can not be solved explicitly, thus we have to estimate it properly. This is overcome by the strong maximum principle. The…
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Taxonomy
TopicsComplex Systems and Time Series Analysis · Stochastic processes and financial applications · Financial Risk and Volatility Modeling
