A note on synchronization of diffusion

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.

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Year of publication:	2000
Authors:	Mackevičius, Vigirdas
Published in:	Mathematics and Computers in Simulation (MATCOM). - Elsevier, ISSN 0378-4754. - Vol. 52.2000, 5, p. 491-495
Publisher:	Elsevier
Subject:	Stochastic differential equation \| Physical diffusion \| Stochastic oscillator \| Synchronization of solutions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011050905