A note on synchronization of diffusion

摘要

The phenomenon of 'synchronization' of physical diffusion is widely discussed in the physical literature. In this paper, we give a simple rigorous proof of the synchronization for a one-dimensional diffusion including the one-dimensional counterpart of a physical diffusion described by a degenerate two-dimensional stochastic differential equation. (C) 2000 IMACS. Published by Elsevier Science B.V. All rights reserved. References: 6