Blow-up of a stable stochastic differential equation

DOI10.1007/s10884-015-9467-5zbMath1405.60077arXiv1408.0933OpenAlexW1559082818WikidataQ115383511 ScholiaQ115383511MaRDI QIDQ2408658

Matti Leimbach, Michael K. R. Scheutzow

Publication date: 12 October 2017

Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1408.0933

zbMATH Keywords

stochastic differential equationstabilizationcompletenessexplosionstrong completenesslocal stochastic flow

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Oscillation theory, zeros, disconjugacy and comparison theory for ordinary differential equations (34C10)

Related Items (3)

Pathwise mild solutions for quasilinear stochastic partial differential equations ⋮ Non-explosion by Stratonovich noise for ODEs ⋮ Sensitivity of steady states in a degenerately damped stochastic Lorenz system

Cites Work

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• Propagating Lyapunov functions to prove noise-induced stabilization
• The transition from ergodic to explosive behavior in a family of stochastic differential equations
• Lack of strong completeness for stochastic flows
• Attractors for random dynamical systems
• A generalization of a lemma of bellman and its application to uniqueness problems of differential equations
• Stabilization and Destabilization by Noise in the Plane

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