2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/76589We 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 figureProbability60J65 (Primary) 60J55, 60J60 (Secondary)Stochastic bifurcation modelstext