pith. sign in

arxiv: math/9802045 · v1 · submitted 1998-02-09 · 🧮 math.PR

Stochastic bifurcation models

classification 🧮 math.PR
keywords bifurcationstochasticapproximationsassociatedbrowniancontrolleddifferentialdirection
0
0 comments X
read the original abstract

We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.

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.