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Invariant measure selection by noise. An example

dc.contributor.author Mattingly, Jonathan Christopher
dc.contributor.author Pardoux, E
dc.date.accessioned 2015-03-20T17:40:15Z
dc.date.issued 2014-01-01
dc.identifier.issn 1078-0947
dc.identifier.uri http://hdl.handle.net/10161/9511
dc.description.abstract We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing.
dc.relation.ispartof Discrete and Continuous Dynamical Systems- Series A
dc.relation.isversionof 10.3934/dcds.2014.34.4223
dc.title Invariant measure selection by noise. An example
dc.type Journal article
pubs.begin-page 4223
pubs.end-page 4257
pubs.issue 10
pubs.organisational-group Duke
pubs.organisational-group Mathematics
pubs.organisational-group Statistical Science
pubs.organisational-group Trinity College of Arts & Sciences
pubs.publication-status Published
pubs.volume 34
dc.identifier.eissn 1553-5231


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