Synchronization of differential equations driven by linear multiplicative fractional Brownian motion
Source abstract
Abstract
This paper is devoted to the synchronization of stochastic differential equations driven by the linear multiplicative fractional Brownian motion with Hurst parameter H∈(12,1). We use equivalent transformations to prove that the differential equation has a unique stationary solution, which generates a random dynamical system. Moreover, the system has the pathwise singleton set random attractor. We then establish the synchronization of the coupled differential equations and provide numerical simulation results. At the end, we discuss two specific noise forms and present the corresponding synchronization results.
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Research context
OpenAlex topics: Stochastic processes and financial applications · Stability and Controllability of Differential Equations · Nonlinear Dynamics and Pattern Formation
SciVX discovery tags are terminology-based. OpenAlex topics are source-provided classifications.
Affiliations
School of Mathematical Sciences, Nanjing Normal University 1 , Nanjing 210023, People’s Republic of China
School of Mathematics, Southeast University 2 , Nanjing 211189, People’s Republic of China
Funding
National Natural Science Foundation of China · Fundamental Research Funds for the Central Universities · National Funded Postdoctoral Program of China
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