Coloured noise influence on system evolution

Within the power-law approach for noise amplitude dependence on stochastic variables, we present a picture of noise-induced transitions in systems affected by coloured multiplicative noise. The governed equations for main statistical moments are obtained and investigated in detail. We show that a reentrant noise-induced transition is realized within a window of the control parameter. Received 15 October 2001 / Received in final form 8 July 2002 Published online 17 September 2002