Bifurcations in stochastic dynamical systems with simple singularities

Stanisaw Janeczko and Eligiusz Wajnryb

Stochastic Processes and their Applications, 1989, vol. 31, issue 1, 71-88

Abstract: The generalized Langevin stochastic dynamical system is introduced and the stationary probability density for its solution is investigated. The stochastic field is assumed to be singular with a simple singularity, and noise in the control parameters is modelled as dychotomous Markov noises. A classification of bifurcation diagrams for the stationary density probability is obtained. Two examples encountered from physics, the dye laser model and the Verhulst model, are investigated.

Keywords: stochastic; process; dynamical; system; singularity; bifurcation; diagram (search for similar items in EconPapers)
Date: 1989
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