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Intermittency phenomena for mass distributions of stochastic flows with interaction.

Authors :
Dorogovtsev, Andrey Anatoliyevich
Weiss, Alexander
Source :
Stochastics & Dynamics. Nov2023, Vol. 23 Issue 7, p1-35. 35p.
Publication Year :
2023

Abstract

The intermittency phenomenon is the occurrence of very high but rare peaks in the density, which despite their rarity influence the asymptotic behavior of the underlying system. Mathematically this can be characterized with the asymptotics of moments. In this paper, we show the existence of intermittency phenomena for SDEs with interaction with dissipative coefficients by showing uniform convergence of their Lyapunov exponents. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02194937
Volume :
23
Issue :
7
Database :
Academic Search Index
Journal :
Stochastics & Dynamics
Publication Type :
Academic Journal
Accession number :
175504155
Full Text :
https://doi.org/10.1142/S0219493723500569