Invariant Measure Selection by Noise an Example
نویسندگان
چکیده
We consider a deterministic system with two conserved quantities and infinity many invariant measures. However the systems possess a unique invariant measure when enough stochastic forcing and balancing dissipation are added. We then show that as the forcing and dissipation are removed a unique limit of the deterministic system is selected. The exact structure of the limiting measure depends on the specifics of the stochastic forcing. Jonathan C. Mattingly Mathematics Department and Department of Statisical Science Duke University, Box 90320 Durham, NC 27708-0320, USA Etienne Pardoux Laboratoire d’Analyse, Topologie, Probabilités Université de Provence 39, rue F. Joliot-Curie F-13453 Marseille cedex 13, France Dedicated to the memory of José Real
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