scholarly journals A Random Differential Equation Approach to the Probability Distribution of Bod and Do in Streams

1977 ◽  
Vol 32 (2) ◽  
pp. 467-483 ◽  
Author(s):  
W. J. Padgett ◽  
G. Schultz ◽  
Chris P. Tsokos
2011 ◽  
Vol 11 (02n03) ◽  
pp. 369-388 ◽  
Author(s):  
M. J. GARRIDO-ATIENZA ◽  
A. OGROWSKY ◽  
B. SCHMALFUSS

We investigate a random differential equation with random delay. First the non-autonomous case is considered. We show the existence and uniqueness of a solution that generates a cocycle. In particular, the existence of an attractor is proved. Secondly we look at the random case. We pay special attention to the measurability. This allows us to prove that the solution to the random differential equation generates a random dynamical system. The existence result of the attractor can be carried over to the random case.


2021 ◽  
Vol 2103 (1) ◽  
pp. 012158
Author(s):  
N V Larionov

Abstract The model of a single-emitter laser generating in the regime of small number of photons in the cavity mode is theoretically investigated. Based on a system of equations for different moments of the field operators the analytical expressions for mean photon number and photon number variance are obtained. Using the master equation approach the differential equation for the phase-averaged quasi-probability Q is derived. For some limiting cases the exact solutions of this equation are found.


2013 ◽  
Vol 14 (01) ◽  
pp. 1350007 ◽  
Author(s):  
HUIJIE QIAO ◽  
JINQIAO DUAN

After defining non-Gaussian Lévy processes for two-sided time, stochastic differential equations with such Lévy processes are considered. Solution paths for these stochastic differential equations have countable jump discontinuities in time. Topological equivalence (or conjugacy) for such an Itô stochastic differential equation and its transformed random differential equation is established. Consequently, a stochastic Hartman–Grobman theorem is proved for the linearization of the Itô stochastic differential equation. Furthermore, for Marcus stochastic differential equations, this topological equivalence is used to prove the existence of global random attractors.


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