Daniel Altemeier (Dipl. Wirt.-Math.)
- Default: \(A=0.7,~ \nu=0.1,~ \sigma=0.05,~ \epsilon^{-1}=1\),
- Recommended: \( A=0.4,~ \nu=0.01,~ \sigma=0.05,~ \epsilon^{-1}=10\).
\[d x_t = -\nabla V(x_t) dt + A\cos\left(2\pi \nu t\right) + \sqrt{\sigma}dW_t.\]
For \( \epsilon>0 \), time transformation \( s=\epsilon t \) yields
\[ d\tilde{x}_s = -\frac{1}{\epsilon}\nabla V(\tilde{x}_s) ds +\frac{A}{\epsilon}\cos\left(\frac{2\pi\nu}{\epsilon}s\right) ds + \sqrt{\frac{\sigma}{\epsilon}}d\tilde{W}_s.\]
