Normal forms for stochastic differential equations

DOI10.1007/S004400050159MaRDI QIDQ1390766zbMATH OpenOpenAlexFDO

Authors Ludwig Arnold, P. Imkeller

Publication date 31 January 1999

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s004400050159

zbMATH Keywords

random dynamical systemanticipative calculusaffine stochastic differential equationnoisy Duffing-van der Pol oscillatorstochastic cohomological equation

Mathematics Subject Classification ID

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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