Figure 5

First escape probability (FEP) p(x) from the low concentration region D = (0, 1.48971) to a non-adjacent high concentration region E = [3, 5].

(a) The FEP p(x) for α-stable Lévy motion with α = 0.5, 1, 1.5 and Brownian motion, for noise intensities σ = ε = 0.5. (b) Effect of Lévy motion index α and noise intensity ε on the FEP at x₋ ≈ 0.62685.