Properties of the Emden-Fowler equation under stochastic disturbances that depend on parameters (Q1365699): Difference between revisions

The present work studies the influence exerted by a random process \(\xi(t)\) of white-noise type multiplied by a function that depends on time and parameters on the asymptotic behavior of solutions of \[ {d\over dt} \left(t^\rho {du\over dt} \right) \pm t^\sigma u^n=0. \tag{1.1}\(\pm\) \] More precisely, we shall study the stochastic differential equation \[ {d\over dt} \left( t^\rho {du\over dt} \right) \pm t^\sigma u^n =D(t) \xi(t), \tag{1.2}\(\pm\) \] derived by Stratonovich, with the function \(D(t)= at^b\), where \(a\neq 0\) is a constant. The process defined by Eqs. \((1.2 \pm)\) is a Markov process with the probability density of the transient function equal to \(p(u, {du \over dt},t)\). It satisfies the Fokker-Planck-Kolmogorov (FPK) equation. We shall find a ``quasistationary'' solution of the FPK equation corresponding to Eq. (1.2+) for odd \(n\) within a certain region of the parameters \(\rho,\sigma,n\) and for a certain connection between these parameters and the parameters \(a,b\). We shall show that the trajectories of the FPK equation tend to this solution.