ON THE EFFECT OF INTERFERENCE OF ADDITIVE AND MULTIPLICATIVE NOISES

A bistable kinetic model under simultaneous influence of additive and multiplicative Gaussian white noises is considered. In the case of independent noises, the stationary properties of the system are dominated by the multiplicative noise, the role of the additive one being rather small. The presence of correlation between both noises changes this picture. Especially, the transition between unimodal and bimodal stationary distribution (i.e. the transition between stationary states of the system) is strongly influenced by the correlations between both noises. It is suggested that (i) the dependence of the critical value a(c) of the steering parameter on other deterministic parameters of the model can serve as an indicator of appearance of such correlations, (ii) stochastic parameters characterizing the correlated noises can be determined from measurements of a(c) and of the stationary values of the state variable.