Exponential almost sure synchronization of one-dimensional diffusions with nonregular coefficients

DOI10.1080/07362994.2020.1823234zbMath1471.60080arXiv2003.02614OpenAlexW3009340105WikidataQ115550947 ScholiaQ115550947MaRDI QIDQ5155317

Olga Aryasova, Sylvie Roelly, Andrey Yu. Pilipenko

Publication date: 6 October 2021

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

Full work available at URL: https://arxiv.org/abs/2003.02614

zbMATH Keywords

stochastic differential equationsynchronizationsingular drift

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

Cites Work

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• On exponential decay of a distance between solutions of an SDE with non-regular drift
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

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