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Title: Stochastic dynamics of a delayed bistable system with multiplicative noise

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.
Authors:
 [1]
  1. Department of Mathematics, FPT University, No 8 Ton That Thuyet, My Dinh, Tu Liem, Hanoi (Viet Nam)
Publication Date:
OSTI Identifier:
22250628
Resource Type:
Journal Article
Resource Relation:
Journal Name: Journal of Mathematical Physics; Journal Volume: 55; Journal Issue: 5; Other Information: (c) 2014 AIP Publishing LLC; Country of input: International Atomic Energy Agency (IAEA)
Country of Publication:
United States
Language:
English
Subject:
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; MATHEMATICAL SOLUTIONS; NOISE; STOCHASTIC PROCESSES