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arXiv 2003.02614math.PR
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指数a.s.非正则系数一维扩散的同步

Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients

Olga Aryasova, Andrey Pilipenko, Sylvie Roelly

摘要:

研究了一类实值扩散方程的渐近性态,该扩散方程的非正则漂移是一个耗散项和一个有界可测项之和。我们证明了两个轨迹的扩散收敛a.s.当耗散系数足够大时,它们之间的相互作用将以指数的显式速率进行。在$L_p$中得到了类似的结果。

英文摘要:

We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an exponential explicit rate as soon as the dissipative coefficient is large enough. A similar result in $L_p$ is obtained.

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