Displaying similar documents to “Stochastic behavior above Feigenbaum's parameter value”

On a stochastic SIR model

Elisabetta Tornatore, Stefania Maria Buccellato (2007)

Applicationes Mathematicae

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We consider a stochastic SIR system and we prove the existence, uniqueness and positivity of solution. Moreover the existence of an invariant measure under a suitable condition on the coefficients is studied.

Completely mixing maps without limit measure

Gerhard Keller (2004)

Colloquium Mathematicae

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We combine some results from the literature to give examples of completely mixing interval maps without limit measure.

Asymptotic behaviour of stochastic quasi dissipative systems

Giuseppe Da Prato (2010)

ESAIM: Control, Optimisation and Calculus of Variations

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We prove uniqueness of the invariant measure and the exponential convergence to equilibrium for a stochastic dissipative system whose drift is perturbed by a bounded function.

Stochastic invariance and consistency of financial models

Jerzy Zabczyk (2000)

Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Rendiconti Lincei. Matematica e Applicazioni

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The paper is devoted to a connection between stochastic invariance in infinite dimensions and a consistency question of mathematical finance. We derive necessary and sufficient conditions for stochastic invariance of Nagumo’s type for stochastic equations with additive noise. They are applied to Ornstein-Uhlenbeck processes and to specific financial models. The case of evolution equations with general noise is discussed also and a comparison with recent results obtained by geometric...

On Talagrand's Admissible Net Approach to Majorizing Measures and Boundedness of Stochastic Processes

Witold Bednorz (2008)

Bulletin of the Polish Academy of Sciences. Mathematics

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We show that the main result of [1] on sufficiency of existence of a majorizing measure for boundedness of a stochastic process can be naturally split in two theorems, each of independent interest. The first is that the existence of a majorizing measure is sufficient for the existence of a sequence of admissible nets (as recently introduced by Talagrand [5]), and the second that the existence of a sequence of admissible nets is sufficient for sample boundedness of a stochastic process...

Mild solution of the heat equation with a general stochastic measure

Vadym Radchenko (2009)

Studia Mathematica

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The stochastic heat equation on [0,T]×ℝ driven by a general stochastic measure is investigated. Existence and uniqueness of the solution is established. Hölder regularity of the solution in time and space variables is proved.