Expansion and attraction of RDS: long time behavior of the solution to singular SDE

DOI10.1214/24-EJP1118arXiv2211.14202OpenAlexW4394954528MaRDI QIDQ6418474FDOQ6418474

Authors: Chengcheng Ling, Michael Scheutzow 

Publication date: 25 November 2022

Abstract: We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the SDE can be split into two terms, one of which is singular and the radial component of the other term has a radial component of sufficient strength in the direction of the origin, then the random dynamical system generated by the SDE admits a pullback attractor.

Full work available at URL: https://doi.org/10.1214/24-ejp1118

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Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Regularization by noise (60H50)

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