Stochastic bifurcation models

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We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.
1 postscript figure

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Probability, 60J65 (Primary) 60J55, 60J60 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/76589

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/9802045
 http://arxiv.org/abs/math/9802045

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arXiv