Large time behavior in random multiplicative processes
From MaRDI portal
Publication:6219620
arXiv1007.0952MaRDI QIDQ6219620FDOQ6219620
Authors: Gyorgy Steinbrecher, Xavier Garbet, B. Weyssow 
Publication date: 6 July 2010
Abstract: In a general class of one dimensional random differential equation the convergence of the distribution function of the solution to stationary state distribution is studied. In particular it is proved the boundedness respectively the divergence of the fractional order moments of the solution below respectively above some critical exponent. This exponent is computed. In particular models it is the heavy tail exponent. When the equation is linear this exponent determines a new family of weak topologies (stronger compared to the classical one), related to the convergence to the stationary state.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
This page was built for publication: Large time behavior in random multiplicative processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6219620)
