Stochastic bifurcation models
概率论
2007-05-23 v1
摘要
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.
引用
@article{arxiv.math/9802045,
title = {Stochastic bifurcation models},
author = {Richard F. Bass and Krzysztof Burdzy},
journal= {arXiv preprint arXiv:math/9802045},
year = {2007}
}
备注
1 postscript figure