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arXiv · 1403.3593

Invariant measure selection by noise: An Example

Jonathan C. Mattingly·Etienne Pardoux
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Abstract

We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.

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BibTeXRIS

Jonathan C. Mattingly, Etienne Pardoux. 2014-03-14. Invariant measure selection by noise: An Example. https://arxiv.org/abs/1403.3593

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