Normal forms for random differential equations (Q1346237)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Normal forms for random differential equations |
scientific article |
Statements
Normal forms for random differential equations (English)
0 references
22 March 1995
0 references
Given a dynamical system, i.e. a probability space \((\Omega, {\mathcal F}, P)\) and a group of measurable transformations \(\theta_ t: \Omega\to \Omega\) leaving \(P\) invariant, the paper considers random differential equations (interpreted pathwise) \(dx/dt= f(\theta_ t \omega, x)\) in \(\mathbb{R}^ d\). This is a remarkable paper that develops normal form theory for such equations based on the multiplicative ergodic theorem. Some examples are also provided.
0 references
random differential equations
0 references
normal form
0 references
multiplicative ergodic theorem
0 references