The system of two nonlinear stochastic equations simulating 1/f fluctuations during the interaction of nonequilibrium phase transitions in the presence of an external periodic action has been studied by numerical methods. It is shown that in the system there appears stochastic resonance, which...

We present the results of experimental study of an intensive source of wide-band 1/f noise whose generation appears in a system of two interacting nonequilibrium phase transitions. Such a process has been realized in the region of superposition of a superconductor–normal conductor phase...

Starting from the developed generalized point process model of 1/f noise [B. Kaulakys et al., Phys. Rev. E 71 (2005) 051105] we derive the nonlinear stochastic differential equations for the signal exhibiting 1/fβ noise and 1/xλ distribution density of the signal intensity with different...

Thermal pulsations in a transition from a nucleate to a film regime of water boiling on a wire heater with a periodic Joule heat release have been studied experimentally. At frequencies of the periodic action smaller than 0.1 Hz the intermittency of the nucleate and film boiling regimes was...

We present a derivative pricing and estimation methodology for a class of stochastic volatility models that exploits the observed 'bursty' or persistent nature of stock price volatility. Empirical analysis of high-frequency S&P 500 index data confirms that volatility reverts slowly to its mean...

We investigate arbitrary stochastic partial differential equations subject to translation invariant and temporally white noise correlations from a nonperturbative framework. The method that we expose first casts the stochastic equations into a functional integral form, then it makes use of the...

It is shown that, asymptotically, the behavior of a system of one-dimensional stochastic equations is the same whether one starts with a stationary solution or some initial state.