The synchronization of stochastic differential equations with linear noise

被引：5

作者：

Al-Azzawi, Shahad Saadi Mahdi ^{[1
]}

Liu, Jicheng ^{[1
]}

Liu, Xianming ^{[1
]}

机构：

[1] Huazhong Univ Sci & Technol, Sch Math & Stat, Wuhan 430074, Hubei, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2018年 / 18卷 / 06期

关键词：

Synchronization; random attractor; one-sided Lipschitz dissipative condition; linear noise; MULTIPLICATIVE NOISE; SYSTEMS; ATTRACTORS;

D O I：

10.1142/S0219493718500491

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 stochastic differential equations with both additive noise and linear multiplicative noise is investigated in pathwise sense, which generalize the results of [5] and [6]. In our situation, we can deal with the synchronization of the systems with mixed type noise, where one system has the additive noise, another has the linear multiplicative noise.

引用

页数：31

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