Differential Equations and Nonlinear Analysis Seminar: Alexei Novikov, PSU, USA, Long-time behavior of a randomly perturbed oscillator
ZoomWe consider a long-time behavior of a stochastically forced nonlinear oscillator. In a long-time limit the force converges to fractional Brownian motion, a process that has memory. In contrast, we show that the limit of the nonlinear oscillator driven by this force converges to diffusion driven by standard (not fractional) Brownian motion, and thus retains…