Stationary measures of Fokker-Planck equations

Tuesday, September 25, 2012 - 10:15am - 11:05am
Keller 3-180
Yingfei Yi (Georgia Institute of Technology)
We consider white noise perturbations of a system of ordinary
differential equations. By relaxing the notion of Lyapunov functions associated with the stationary Fokker-Planck equations, new existence and non-existence
results of stationary measures in a general domain including the entire space
will be presented for both non-degenerate and degenerate noises. Limiting
behaviors of stationary measures will be discussed along with
applications to problems of stochastic stability and bifurcations.
MSC Code: