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.
Publié le : 1999-01-14
Classification:
Brownian motion,
fractional Brownian motion,
differential equations,
stochastic differential equations,
local time,
Trotter theorem,
Ray–Knight theorem,
Lipschitz approximation,
bifurcation,
bifurcation time,
60J65,
60G17,
60H10
@article{1022677254,
author = {Bass, Richard F. and Burdzy, Krzysztof},
title = {Stochastic Bifurcation Models},
journal = {Ann. Probab.},
volume = {27},
number = {1},
year = {1999},
pages = { 50-108},
language = {en},
url = {http://dml.mathdoc.fr/item/1022677254}
}
Bass, Richard F.; Burdzy, Krzysztof. Stochastic Bifurcation Models. Ann. Probab., Tome 27 (1999) no. 1, pp. 50-108. http://gdmltest.u-ga.fr/item/1022677254/