We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension d≥2. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.

Non-explosion by Stratonovich noise for ODEs / M. Maurelli. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - 25(2020), pp. 68.1-68.10. [10.1214/20-ECP347]

Non-explosion by Stratonovich noise for ODEs

Maurelli, Mario
2020

Abstract

We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension d≥2. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.
stochastic differential equations; non-explosion by noise; geometric ergodicity
Settore MAT/06 - Probabilita' e Statistica Matematica
Settore MAT/05 - Analisi Matematica
Deterministic and stochastic evolution equations
ELECTRONIC COMMUNICATIONS IN PROBABILITY
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2434/766764
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