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SYNCHRONIZATION OF SYSTEMS WITH MULTIPLICATIVE NOISE

2008; World Scientific; Volume: 08; Issue: 01 Linguagem: Inglês

10.1142/s0219493708002184

1793-6799

Tomás Caraballo, Peter E. Kloeden, Andreas Neuenkirch,

stochastic dynamics and bifurcation

The synchronization of Stratonovich stochastic differential equations (SDE) with a one-sided dissipative Lipschitz drift and linear multiplicative noise is investigated by transforming the SDE to random ordinary differential equations (RODE) and synchronizing their dynamics. In terms of the original SDE, this gives synchronization only when the driving noises are the same. Otherwise, the synchronization is modulo exponential factors involving Ornstein–Uhlenbeck processes corresponding to the driving noises. Moreover, this occurs no matter how large the intensity coefficients of the noise.