NOISE-INDUCED TRANSITIONS IN A BISTABLE PROCESS DRIVEN BY NON-MARKOVIAN NOISE - STATIONARY STATES

Stationary states of the Verhulst process driven by non-Markovian dich otomic noise containing both Markovian and exponentially damped explic itly non-Markovian components are investigated. Noise-induced stationa ry states are compared with such states induced by purely Markovian di chotomic noise. It is found that the non-Markovianity of the driving n oise may result in the appearance of new noise-induced stationary stat es, but in some cases, especially for higher values of the determinist ic bifurcation parameter, non-Markovianity may result in the damping o f Markovian noise-induced states. Besides, non-Markovianity generally diminishes the dispersion of noise-broadened states.