arXiv:math/9802045 Abstract

arXiv:math/9802045 [math.PR]Abstract References Reviews Resources

Stochastic bifurcation models

Published 1998-02-09Version 1

We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of bifurcation. A relationship with Lipschitz approximations to Brownian paths is also discussed.

Comments: 1 postscript figure

Categories: math.PR

Subjects: 60J65, 60J55, 60J60

Keywords: stochastic bifurcation models, ordinary differential equation, stochastic process, brownian paths, associated local times

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