Showing math.PRShow all
3 papers · 1 filter
math.PR2024
Small-time asymptotics for hypoelliptic diffusions
Juraj Földes, David P. Herzog
An inductive procedure is developed to calculate the asymptotic behavior at time zero of a diffusion with polynomial drift and degenerate, additive noise. The procedure gives rise…
math.PR2024
Stochastic Extinction, An Average Lyapunov Function Approach
Juraj Foldes, Declan Stacy
We study the stability of , an invariant subset of a Markov process on a metric space . By building the theory of average Lyapunov fun…
math.PR2020
Sensitivity of steady states in a degenerately-damped stochastic Lorenz system
Juraj Foldes, Nathan E. Glatt-Holtz, David P. Herzog
We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz '63 model. Specifically, we prove that when damping is absent in one of the temp…