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multiplicative noise”相关记录3条 . 查询时间(0.062 秒)
Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications
Harnack inequality functional solution delay SDE strong Feller property
2011/2/28
By constructing a new coupling, the log-Harnack inequality is established for the functional solution of a delay stochastic differential equation with multiplicative noise. As applications, the strong...
Rough Burgers-like equations with multiplicative noise
Rough Burgers-like equations multiplicative noise
2011/1/18
We construct solutions to Burgers type equations perturbed by a multiplicative spacetime white noise in one space dimension.
On the effect of multiplicative noise in a supercritical pitchfork bifurcation
multiplicative noise supercritical pitchfork bifurcation
2010/4/21
The most important characteristic of {\em multiplicative noise} is that its effects of system's dynamics depends on the recent system's state. Consideration of multiplicative noise on self-referential...
