全球合系统与线性乘法粗杂噪声的路径同步.
Wei Wei1, Hongjun Gao2, Qiyong Cao2
1School of Mathematical Sciences, Nanjing Normal University, Nanjing 210023, People's Republic of China.
这项研究证明了由分数布朗粗略路径驱动的随机微分方程的路径同步. 数字模拟证实了霍尔德空间中的同步结果.
科学领域:
- 随机分析 随机分析
- 动态系统理论 动态系统理论
背景情况:
- 随机微分方程 (SDEs) 对于建模复杂系统至关重要.
- 在SDEs中同步现象具有显著的兴趣.
- 粗噪声引入了传统的SDEs无法捕捉到的复杂性.
研究的目的:
- 研究SDEs中的路径同步与线性乘法粗噪.
- 分析这些SDEs的稳定性和动态行为.
- 用理论和数值方法验证同步结果.
主要方法:
- 粗略路径理论用于SDE分析的应用.
- 将粗略的SDEs转换为随机微分方程.
- 稳定性和动态性质的分析.
- 在霍尔德空间中验证同步.
主要成果:
- 解决方案的路径同步,以合的SDE系统与粗噪声被证明.
- 解决方案的稳定性和动态行为被详细讨论.
- 同步结果通过数值模拟进行验证.
结论:
- 提出的方法有效地实现和验证SDE与粗噪声的路径同步.
- 这些发现将同步理论扩展到由分数布朗粗略路径驱动的系统.
- 数字模拟证实了理论结果,证明了实际可用性.
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