We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension d≥2. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.

Non-explosion by Stratonovich noise for ODEs

Maurelli, Mario
2020

Abstract

We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension d≥2. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.
Maurelli, Mario
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11568/1149885
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