Noise-vanishing concentration and limit behaviors of periodic probability solutions.
The authors consider small noisy perturbations of a time-periodic ODE \[\dot{x}=V(x,t),\quad V(x,t+T)\equiv V(x,t),\] having the form of a stochastic differential equation of Ito type, \[dx=V(x,t)dt+\varepsilon G(x,t)dW_t,\] where the noise matrix \(G(x,t)\) is \(T\)-periodic in \(t\), \(\{W_t\}\) is a standard Wiener process, and \(\varepsilon\) is a small parameter. They prove that any limit measure of periodic probability solutions is a periodically invariant measure of the nonperturbed ODE and that the global periodic attractor of a dissipative ODE is stable under general small noisy perturbations.
- Noise-induced stabilization of planar flows. I.
- Noise can create periodic behavior and stabilize nonlinear diffusions
- On limiting values of stochastic differential equations with small noise intensity tending to zero
- Convergence to periodic probability solutions in Fokker-Planck equations
- A new model for realistic random perturbations of stochastic oscillators
- Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
- scientific article; zbMATH DE number 5972432 (Why is no real title available?)
- Stochastic generalized Kolmogorov systems with small diffusion. I: Explicit approximations for invariant probability density function
- Periodic solutions to McKean-Vlasov SDEs under Lyapunov conditions
- Stochastic generalized Kolmogorov systems with small diffusion. II: Explicit approximations for periodic solutions in distribution
This page was built for publication: Noise-vanishing concentration and limit behaviors of periodic probability solutions.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q778586)
