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.
机构:
School of Mathematical Sciences, Monash University, Victoria 3800, Building 28M, Clayton CampusSchool of Mathematical Sciences, Monash University, Victoria 3800, Building 28M, Clayton Campus
Klebaner F.C.
Azmy E.
论文数: 0引用数: 0
h-index: 0
机构:
School of Mathematical Sciences, Monash University, Victoria 3800, Building 28M, Clayton CampusSchool of Mathematical Sciences, Monash University, Victoria 3800, Building 28M, Clayton Campus