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

DOI10.1016/j.spa.2011.12.014zbMath1247.60081arXiv1105.2378OpenAlexW2079532866MaRDI QIDQ424484

Jan Wehr, David P. Herzog, Jeremiah Birrell

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2378

zbMATH Keywords

stabilityinstabilitystochastic differential equationsLyapunov functionsunique invariant distribution

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Diffusion processes (60J60)

Related Items (10)

Bifurcations in Asymptotically Autonomous Hamiltonian Systems Subject to Multiplicative Noise ⋮ A functional law of the iterated logarithm for weakly hypoelliptic diffusions at time zero ⋮ Blow-up of a stable stochastic differential equation ⋮ Long-Term Behaviour of Asymptotically Autonomous Hamiltonian Systems with Multiplicative Noise ⋮ The method of stochastic characteristics for linear second-order hypoelliptic equations ⋮ Stability and invariant measure asymptotics in a model for heavy particles in rough turbulent flows ⋮ Non-explosion by Stratonovich noise for ODEs ⋮ Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain ⋮ Scaling and saturation in infinite-dimensional control problems with applications to stochastic partial differential equations ⋮ Sensitivity of steady states in a degenerately damped stochastic Lorenz system

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