Stochastic Bifurcation Models
Open Access
- 1 January 1999
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 27 (1) , 50-108
- https://doi.org/10.1214/aop/1022677254
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.Keywords
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