pith. sign in

arxiv: 1510.09221 · v4 · pith:RSJTZUVAnew · submitted 2015-10-30 · 🧮 math.PR · math-ph· math.DS· math.MP

Stabilization by Noise of a mathbb{C}²-Valued Coupled System

classification 🧮 math.PR math-phmath.DSmath.MP
keywords mathbbsystemvaluednoiseadmitsblow-upbrowniancoupled
0
0 comments X
read the original abstract

Recently Herzog and Mattingly have shown that a $\mathbb{C}$-valued polynomial ODE which admits finite-time blow-up solutions may be stabilized by the addition of $\mathbb{C}$-valued Brownian noise. In this paper we extend their problem to a $\mathbb{C}^2$-valued system of coupled ODEs that also admits finite-time blow-up solutions. We show analytically and numerically that stabilization can be achieved in our setting by adding a suitable Brownian noise, and that the resulting system of SDEs is ergodic. The proof uses Girsanov theorem to effect a time change from our $\mathbb{C}^2$-system to a quasi-$\mathbb{C}$-system similar to the one studied by Herzog and Mattingly.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.