Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients
| Autor: | Andrey Pilipenko, Olga Aryasova, Sylvie Roelly |
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| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Applied Mathematics 010102 general mathematics Mathematical analysis 01 natural sciences Exponential function Term (time) 010104 statistics & probability Bounded function Synchronization (computer science) Dissipative system 0101 mathematics Statistics Probability and Uncertainty Diffusion (business) Mathematics |
| Zdroj: | Stochastic Analysis and Applications. 39:631-642 |
| ISSN: | 1532-9356 0736-2994 |
| DOI: | 10.1080/07362994.2020.1823234 |
| Popis: | We study the asymptotic behavior of a real-valued diffusion whose nonregular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffu... |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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