{
  "id": "math/9802045",
  "version": "v1",
  "published": "1998-02-09T06:14:41.000Z",
  "updated": "1998-02-09T06:14:41.000Z",
  "title": "Stochastic bifurcation models",
  "authors": [
    "Richard F. Bass",
    "Krzysztof Burdzy"
  ],
  "comment": "1 postscript figure",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "1998-02-09T06:14:41.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65",
      "60J55",
      "60J60"
    ],
    "keywords": [
      "stochastic bifurcation models",
      "ordinary differential equation",
      "stochastic process",
      "brownian paths",
      "associated local times"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "1998math......2045B"
    }
  }
}