Stochastic dynamics of a delayed bistable system with multiplicative noise

Journal Article · Thu May 15 00:00:00 EDT 2014 · Journal of Mathematical Physics

DOI:https://doi.org/10.1063/1.4874110· OSTI ID:22250663

Dung, Nguyen Tien, E-mail: [e-mail], E-mail: [e-mail] ^[1]

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1. Department of Mathematics, FPT University, No 8 Ton That Thuyet, My Dinh, Tu Liem, Hanoi (Viet Nam)

In this paper we investigate the properties of a delayed bistable system under the effect of multiplicative noise. We first prove the existence and uniqueness of the positive solution and show that its moments are uniformly bounded. Then, we study stochastic dynamics of the solution in long time, the lower and upper bounds for the paths and an estimate for the average value are provided.

• OSTI ID: 22250663
• Journal Information: Journal of Mathematical Physics, Vol. 55, Issue 5; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA); ISSN 0022-2488
• Country of Publication: United States
• Language: English

Related Subjects

71 CLASSICAL AND QUANTUM MECHANICS
GENERAL PHYSICS
MATHEMATICAL SOLUTIONS
NOISE
STOCHASTIC PROCESSES