Stochastic bifurcation models

Richard F. Bass; Krzysztof Burdzy

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Stochastic bifurcation models

Richard F. Bass·Krzysztof Burdzy

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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.

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Richard F. Bass, Krzysztof Burdzy. 1998-02-09. Stochastic bifurcation models. https://arxiv.org/abs/math/9802045

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