3 papers
math.DS2020
Noise-induced strong stabilization
Matti Leimbach, Jonathan C. Mattingly, Michael Scheutzow
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then…
math.PR2016
Uniform convergence of proliferating particles to the FKPP equation
Franco Flandoli, Matti Leimbach, Christian Olivera
In this paper we consider a system of Brownian particles with proliferation whose rate depends on the empirical measure. The dependence is more local than a mean field one and has…
math.PR2014
Blow-up of a stable stochastic differential equation
Matti Leimbach, Michael Scheutzow
We examine a 2-dimensional ODE which exhibits explosion in finite time. Considered as an SDE with additive white noise, it is known to be complete - in the sense that for each init…