Stochastic bifurcation models

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dc.contributor.authorBurdzy, Krzysztof
dc.contributor.authorBass, Richard F.
dc.date.accessioned2005-11-29T01:36:11Z
dc.date.available2005-11-29T01:36:11Z
dc.date.issued1999-01
dc.description.abstractWe 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.en
dc.description.sponsorshipResearch partially supported by NSF grant DMS-9700721.en
dc.format.extent387215 bytes
dc.format.mimetypeapplication/pdf
dc.identifier.citationBass, R.F. & K. Burdzy. (1999). Stochastic bifurcation models. Annals of Probability, 27(1): 50-108.en
dc.identifier.urihttp://hdl.handle.net/1773/2197
dc.language.isoen_US
dc.publisherInstitute of Mathematical Statisticsen
dc.subjectBrownian motionen
dc.subjectfractional Brownian motionen
dc.subjectdifferential equationsen
dc.subjectstochastic differential equationsen
dc.subjectlocal timeen
dc.subjectTrotter theoremen
dc.subjectRay-Knight theoremen
dc.subjectLipschitz approximationen
dc.subjectbifurcationen
dc.subjectbifurcation timeen
dc.titleStochastic bifurcation modelsen
dc.typeArticleen

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