论文标题

指数A.S.一维扩散与非规范系数的同步

Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients

论文作者

Aryasova, Olga, Pilipenko, Andrey, Roelly, Sylvie

论文摘要

我们研究了实价扩散的渐近行为,该扩散的不规则漂移作为耗散项和有界的可测量术语的总和。我们证明该扩散的两个轨迹会收敛于A.S.一旦耗散系数足够大,就以指数的显式速率相互彼此。获得$ L_P $的类似结果。

We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an exponential explicit rate as soon as the dissipative coefficient is large enough. A similar result in $L_p$ is obtained.

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