Stochastic bifurcation models

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dc.creatorBass, Richard F.
dc.creatorBurdzy, Krzysztof
dc.date1998-02-09
dc.date.accessioned2026-07-07T05:23:48Z
dc.date.available2026-07-07T05:23:48Z
dc.descriptionWe 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.
dc.description1 postscript figure
dc.identifierhttps://arxiv.org/abs/math/9802045
dc.identifierhttp://arxiv.org/abs/math/9802045
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/76589
dc.subjectProbability
dc.subject60J65 (Primary) 60J55, 60J60 (Secondary)
dc.titleStochastic bifurcation models
dc.typetext

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