Invariant probabilities for systems in a random environment - with applications to the Brusselator (Q799605)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Invariant probabilities for systems in a random environment - with applications to the Brusselator |
scientific article |
Statements
Invariant probabilities for systems in a random environment - with applications to the Brusselator (English)
0 references
1983
0 references
Analytical conditions for the existence and uniqueness of an invariant probability for a Markov process (x(t,\(\omega)\),y(t,\(\omega)\)) that arises as a solution to the system \(x'(t)=f(x(t),y(t,\omega))\) are provided by Khasminskij and Papanicolaou. The author also has addressed this problem jointly with L. Arnold by comparing the above stochastic system with a deterministic control system \(x'(t)=f(x(t),u(t)).\) The purpose of the author in this article is to give further (sufficient) conditions for the existence-uniqueness of invariant distribution for (x,y) through the existence-uniqueness of invariant control sets for (x,u). He then applies his result to 2-dimensional stochastically perturbed Brusselator chemical reaction equations.
0 references
Analytical conditions
0 references
existence and uniqueness
0 references
invariant probability
0 references
invariant control sets
0 references
stochastically perturbed Brusselator chemical reaction
0 references