Stochastic bifurcation models

DOI10.1214/aop/1022677254zbMath0943.60087arXivmath/9802045MaRDI QIDQ1807201

Krzysztof Burdzy, Richard F. Bass

Publication date: 9 November 1999

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

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

zbMATH Keywords

Brownian motion; stochastic differential equations; differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Related Items

Hiding a constant drift, Ray-Knight theorems related to a stochastic flow, Local time flow related to skew Brownian motion., The heat equation and reflected Brownian motion in time-dependent domains., A stochastic flow arising in the study of local times, Kolmogorov complexity and strong approximation of Brownian motion

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