[期刊论文]


The transition from ergodic to explosive behavior in a family of stochastic differential equations

作   者:
Jeremiah Birrell;David P. Herzog;Jan Wehr;

出版年:2012

页     码:1519 - 1539
出版社:Elsevier BV


摘   要:

We study a family of quadratic, possibly degenerate, stochastic differential equations in the plane, motivated by applications to turbulent transport of heavy particles. Using Lyapunov functions, Hormander's hypoellipticity theorem, and geometric control theory, we find a critical parameter value @a"1=@a"2 such that when @a"2>@a"1 the system is ergodic and when @a"2<@a"1 solutions are not defined for all times.



关键字:

Ergodic property ; Stochastic differential equations ; Degenerate noise ; Invariant (probability) measures ; Geometric control theory ; Lyapunov functions


所属期刊
Stochastic Processes and their Applications
ISSN: 0304-4149
来自:Elsevier BV