Random dynamical systems, rough paths and rough flows (Q2400587)

From MaRDI portal

!

This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:

scientific article; zbMATH DE number 6766625
Language Label Description Also known as
default for all languages
No label defined
    English
    Random dynamical systems, rough paths and rough flows
    scientific article; zbMATH DE number 6766625

      Statements

      Random dynamical systems, rough paths and rough flows (English)
      0 references
      0 references
      0 references
      0 references
      29 August 2017
      0 references
      The paper deals with the connection between the theory of rough paths and the world of random dynamical systems. Existence of \(p\)-rough path cocycles, for \(p\in [0,\infty)\) and that of (\(p, \rho\))-rough driver cocycles, for \(0\leq p-2<\rho \leq 1\), are first proved. The case of Gaussian drivers is then investigated. When \(X\) is a \(p\)-rough cocycle, sufficient conditions are given under which a random rough differential equation \( dY_t=b(Y_t)dt + \sigma(Y_t)dX_t(\omega)\) induces a random dynamical system. This result applies to the lift \(X\) of a fractional Brownian motion.
      0 references
      random dynamical system
      0 references
      rough cocycle
      0 references
      rough path
      0 references
      rough driver
      0 references
      rough differential equation
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references