Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion

被引：6
|
作者：
Xu, Pengfei [1 ]
Huang, Jianhua [1 ]
Zeng, Caibin [2 ]
机构：
[1] Natl Univ Def Technol, Dept Math, Changsha 410073, Peoples R China
[2] South China Univ Technol, Sch Math, Guangzhou 510640, Peoples R China
来源：
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2020年 / 546卷
关键词：
Rabinovich system; Fractional Brownian motion; Quasi-Markov process; Invariant measure; EQUATIONS DRIVEN;
D O I：
10.1016/j.physa.2019.122955
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
The current paper is devoted to dynamics of stochastic Rabinovich systems driven by fractional Brownian motion. By using Krylov-Bogoliubov criterion and constructing of Lyapunov function, the existence of invariant measure of stochastic Rabinovich system is established. The uniqueness of invariant measure is also obtained by the strong Feller property and topological irreducibility. Therefore the considered system possess exactly one invariant measure, which is also an unique adapted stationary solution. (C) 2019 Elsevier B.V. All rights reserved.
引用
收藏
页数：9
相关论文
共 50 条
12345