Bifurcations of one-dimensional stochastic differential equations

被引：64

作者：

Crauel, H ^{[1
]}

Imkeller, P ^{[1
]}

Steinkamp, M ^{[1
]}

机构：

[1] Tech Univ Berlin, Fachbereich Math, D-10623 Berlin, Germany

来源：

STOCHASTIC DYNAMICS | 1999年

关键词：

D O I：

10.1007/0-387-22655-9_2

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We consider families of random dynamical systems induced by parametrized one-dimensional stochastic differential equations. We give necessary and sufficient conditions on the invariant measures of the associated Markov semigroups which ensure a stochastic bifurcation. This leads to sufficient conditions on drift and diffusion coefficients for a stochastic pitchfork and transcritical bifurcation of the family of random dynamical systems.

引用

页码：27 / 47

页数：21