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Stationary measures of Fokker-Planck equations

Presenter
September 25, 2012
Keywords:
  • Stationary solutions
MSC:
  • 34K21
Abstract
We consider white noise perturbations of a system of ordinary differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence results of stationary measures in a general domain including the entire space will be presented for both non-degenerate and degenerate noises. Limiting behaviors of stationary measures will be discussed along with applications to problems of stochastic stability and bifurcations.