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.
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页码:27 / 47
页数:21
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