Stochastic bifurcation models

DOI10.1214/AOP/1022677254zbMATH Open0943.60087arXivmath/9802045OpenAlexW2115461361MaRDI QIDQ1807201FDOQ1807201

Richard F. Bass, K. Burdzy

Publication date: 9 November 1999

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/math/9802045

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zbMATH Keywords

differential equationsBrownian motionstochastic differential equations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited In (17)

• Strongly correlated random interacting processes. Abstracts from the workshop held January 28 -- February 3, 2018
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• Ray-Knight theorems related to a stochastic flow
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