A note on synchronization of diffusion

Vigirdas Mackevičius

Mathematics and Computers in Simulation (MATCOM), 2000, vol. 52, issue 5, 491-495

Abstract: The phenomenon of ‘synchronization’ of physical diffusion is widely discussed in the physical literature. In this paper, we give a simple rigorous proof of the synchronization for a one-dimensional diffusion including the one-dimensional counterpart of a physical diffusion described by a degenerate two-dimensional stochastic differential equation.

Keywords: Stochastic differential equation; Physical diffusion; Stochastic oscillator; Synchronization of solutions (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:52:y:2000:i:5:p:491-495

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