The transition from ergodic to explosive behavior in a family of stochastic differential equations

DOI10.1016/j.spa.2011.12.014zbMath1247.60081arXiv1105.2378MaRDI QIDQ424484

Jan Wehr, David P. Herzog, Jeremiah Birrell

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.2378

zbMATH Keywords

stability; instability; stochastic differential equations; Lyapunov functions; unique invariant distribution

Mathematics Subject Classification ID

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

93E15: Stochastic stability in control theory

60J60: Diffusion processes

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