Ergodicity of stochastic Rabinovich systems driven by fractional Brownian motion

Pengfei Xu, Jianhua Huang and Caibin Zeng

Physica A: Statistical Mechanics and its Applications, 2020, vol. 546, issue C

Abstract: The current paper is devoted to dynamics of stochastic Rabinovich systems driven by fractional Brownian motion. By using Krylov–Bogoliubov criterion and constructing of Lyapunov function, the existence of invariant measure of stochastic Rabinovich system is established. The uniqueness of invariant measure is also obtained by the strong Feller property and topological irreducibility. Therefore the considered system possess exactly one invariant measure, which is also an unique adapted stationary solution.

Keywords: Rabinovich system; Fractional Brownian motion; Quasi-Markov process; Invariant measure (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:546:y:2020:i:c:s0378437119316735

DOI: 10.1016/j.physa.2019.122955

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