Non-explosion by Stratonovich noise for ODEs
Probability
2020-09-25 v2 Analysis of PDEs
Abstract
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension . We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.
Cite
@article{arxiv.2001.11598,
title = {Non-explosion by Stratonovich noise for ODEs},
author = {Mario Maurelli},
journal= {arXiv preprint arXiv:2001.11598},
year = {2020}
}
Comments
16 pages