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Synchronization for stochastic differential equations with nonlinear multiplicative noise in the mean square sense

  • * Corresponding author: Jicheng Liu

    * Corresponding author: Jicheng Liu
The authors are supported by NSFs of China (No.11271013, 11471340) and the Fundamental Research Funds for the Central Universities, HUST: 2016YXMS003.
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  • We provide a more clear technique to deal with general synchronization problems for SDEs, where the multiplicative noise appears nonlinearly. Moreover, convergence rate of synchronization is obtained. A new method employed here is the techniques of moment estimates for general solutions based on the transformation of multi-scales equations. As a by-product, the relationship between general solutions and stationary solutions is constructed.

    Mathematics Subject Classification: Primary: 60H10; Secondary: 34F05.

    Citation:

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