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Expansion and attraction of RDS: long time behavior of the solution to singular SDE

Authors :
Ling, Chengcheng
Scheutzow, Michael
Publication Year :
2022

Abstract

We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for short) with singular coefficients. If the singular drift of the SDE can be split into two terms, one of which is singular and the radial component of the other term has a radial component of sufficient strength in the direction of the origin, then the random dynamical system generated by the SDE admits a pullback attractor.<br />Comment: 35 pages

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2211.14202
Document Type :
Working Paper
Full Text :
https://doi.org/10.1214/24-EJP1118