Stochastic bifurcation models

• 成果类型: Article
• 署名作者: Bass, RF; Burdzy, K
• 署名单位: University of Connecticut; University of Washington; University of Washington Seattle
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 1999
• 页码: 50-108
• 关键词: brownian-motion

摘要

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.