Normal forms for stochastic differential equations
Publication:1390766
DOI10.1007/S004400050159zbMath0906.60048OpenAlexW1972172122MaRDI QIDQ1390766
Publication date: 31 January 1999
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400050159
random dynamical systemanticipative calculusaffine stochastic differential equationnoisy Duffing-van der Pol oscillatorstochastic cohomological equation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03) Ergodic theory (37A99)
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