Synchronization of systems with multiplicative noise

被引：19

作者：

Caraballo, Tomas ^{[1
]}

Kloeden, Peter E. ^{[2
]}

Neuenkirch, Andreas ^{[2
]}

机构：

[1] Univ Seville, Dept Ecuac Diferenciales & Anal Numer, E-41080 Seville, Spain

[2] Univ Frankfurt, Fachbereich Math, D-60054 Frankfurt, Germany

来源：

STOCHASTICS AND DYNAMICS | 2008年 / 8卷 / 01期

关键词：

synchronization; random dynamical systems; multiplicative noise;

D O I：

10.1142/S0219493708002184

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The synchronization of Stratonovich stochastic differential equations (SDE) with a one-sided dissipative Lipschitz drift and linear multiplicative noise is investigated by transforming the SDE to random ordinary differential equations (RODE) and synchronizing their dynamics. In terms of the original SDE, this gives synchronization only when the driving noises are the same. Otherwise, the synchronization is modulo exponential factors involving Ornstein-Uhlenbeck processes corresponding to the driving noises. Moreover, this occurs no matter how large the intensity coefficients of the noise.

引用

页码：139 / 154

页数：16

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