Infinite time shadowing of stochastic differential equations

MaRDI QIDQ5193738zbMATH OpenFDO

Authors Qingyi Zhan, Yuhong Li, Lin Jing

Publication date 20 September 2019

zbMATH Keywords

infinite time shadowingItô stochastic differential equationMalliavin derivativemodified Schauder's fixed point theorempseudo-orbit

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Generation, random and stochastic difference and differential equations (37H10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Recommendations

• Numerical implementation of finite-time shadowing of stochastic differential equations
• Numerical implementation of finite-time shadowing of stochastic differential equations
• Stochastic shadowing analysis of a class of stochastic differential equations
• Shadowing orbits of stochastic differential equations
• Numerical study on \((\omega,L\delta)\)-Lipschitz shadowing of stochastic differential equations

Cited in

(2)

• Shadowing orbits of stochastic differential equations
• Finite time blowup of the stochastic shadow Gierer-Meinhardt system

This page was built for publication: Infinite time shadowing of stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5193738)