Non-explosion by Stratonovich noise for ODEs

Articolo
Data di Pubblicazione:
2020
Citazione:
Non-explosion by Stratonovich noise for ODEs / M. Maurelli. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - 25(2020), pp. 68.1-68.10. [10.1214/20-ECP347]
Abstract:
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension d≥2. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.
Tipologia IRIS:
01 - Articolo su periodico
Keywords:
stochastic differential equations; non-explosion by noise; geometric ergodicity
Elenco autori:
M. Maurelli
Link alla scheda completa:
https://air.unimi.it/handle/2434/766764
Link al Full Text:
Progetto:
Deterministic and stochastic evolution equations

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