论文标题
Stratonovich噪声的非探索ODE
Non-explosion by Stratonovich noise for ODEs
论文作者
论文摘要
我们表明,加入合适的Stratonovich噪声可以防止超级线性增长的漂移,尺寸$ d \ ge 2 $的爆炸。我们还展示了相应SDE的不变度度量和几何形状的存在。
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension $d\ge 2$. We also show the existence of an invariant measure and the geometric ergodicity for the corresponding SDE.