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
2020-01-01
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.File in questo prodotto:
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