Normal forms for random differential equations

DOI10.1006/JDEQ.1995.1045MaRDI QIDQ1346237zbMATH OpenOpenAlexFDO

Authors Kedai Xu, Ludwig Arnold

Publication date 22 March 1995

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jdeq.1995.1045

zbMATH Keywords

multiplicative ergodic theoremnormal formrandom differential equations

Mathematics Subject Classification ID

Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Review text

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.

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