| Autor: |
Chen, Joe P., Ford, Lance, Kielty, Derek, Majumdar, Rajeshwari, McCain, Heather, O'Connell, Dylan, Shum, Fan Ny |
| Předmět: |
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| Zdroj: |
Stochastics & Dynamics; Dec2017, Vol. 17 Issue 6, p-1, 22p |
| Abstrakt: |
D. Herzog and J. Mattingly have shown that a -valued polynomial ODE with finite-time blow-up solutions may be stabilized by the addition of -valued Brownian noise. In this paper, we extend their results to a -valued system of coupled ODEs with 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 the Girsanov theorem to induce a time change from our -system to a quasi--system similar to the one studied by Herzog and Mattingly. [ABSTRACT FROM AUTHOR] |
| Databáze: |
Complementary Index |
| Externí odkaz: |
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