On limit measures and their supports for stochastic ordinary differential equations
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Publication:6155280
large deviationsconcentrationstationary measurelimit measureAxiom A systemPoincaré-Bendixson property
Convergence of probability measures (60B10) Large deviations (60F10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Gradient-like behavior; isolated (locally maximal) invariant sets; attractors, repellers for topological dynamical systems (37B35) Attractors and repellers of smooth dynamical systems and their topological structure (37C70)
Abstract: This paper studies limit measures of stationary measures of stochastic ordinary differential equations on the Euclidean space and tries to determine which invariant measures of an unperturbed system will survive. Under the assumption for SODEs to admit the Freidlin-Wentzell or Dembo-Zeitouni large deviations principle with weaker compactness condition, we prove that limit measures are concentrated away from repellers which are topologically transitive, or equivalent classes, or admit Lebesgue measure zero. We also preclude concentrations of limit measures on acyclic saddle or trap chains. This illustrates that limit measures are concentrated on Liapunov stable compact invariant sets. Applications are made to the Morse-Smale systems, the Axiom A systems including structural stability systems and separated star systems, the gradient or gradient-like systems, those systems possessing the Poincare-Bendixson property with a finite number of limit sets to obtain that limit measures live on Liapunov stable critical elements, Liapunov stable basic sets, Liapunov stable equilibria and Liapunov stable limit sets including equilibria, limit cycles and saddle or trap cycles, respectively. A number of nontrivial examples admitting a unique limit measure are provided, which include monostable, multistable systems and those possessing infinite equivalent classes.
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