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

affine stochastic differential equationanticipative calculusnoisy Duffing-van der Pol oscillatorrandom dynamical systemstochastic cohomological equation

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Ergodic theory (37A99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Recommendations

• Normal forms for random diffeomorphisms
• scientific article; zbMATH DE number 4202173
• scientific article; zbMATH DE number 50220
• THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS

Cited in

(33)

• Method of stochastic normal forms
• Normal forms for random diffeomorphisms
• Normal forms for random differential equations
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
• A parameter estimation method based on random slow manifolds
• Asymptotic symmetry and asymptotic solutions to Ito stochastic differential equations
• W-symmetries of backward stochastic differential equations, preservation of simple symmetries and Kozlov's theory
• Symmetry of stochastic non-variational differential equations
• Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
• Averaging approximation to singularly perturbed nonlinear stochastic wave equations
• Linearization of first order stochastic differential equations
• Explicit solution processes for nonlinear jump-diffusion equations
• THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS
• A new set of admitted transformations for autonomous stochastic ordinary differential equations
• Invariant manifolds for stochastic models in fluid dynamics
• scientific article; zbMATH DE number 4202173 (Why is no real title available?)
• Predicting unobserved exposures from seasonal epidemic data
• Equivalence of Stochastic Averaging and Stochastic Normal Forms
• scientific article; zbMATH DE number 50220 (Why is no real title available?)
• Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology
• The wind-driven ocean circulation: applying dynamical systems theory to a climate problem
• Random Lie-point symmetries
• On Lie-point symmetries for Ito stochastic differential equations
• Accurate noise projection for reduced stochastic epidemic models
• W-symmetries of Ito stochastic differential equations
• Random Lie-point symmetries of stochastic differential equations
• Symmetry and integrability for stochastic differential equations
• Stochastic bifurcations of group-invariant solutions for a generalized stochastic Zakharov-Kuznetsov equation
• The Asymptotic Frequency of Stochastic Oscillators
• On the cohomology of flows of stochastic and random differential equations
• Accurate families of multi-continuum micromorphic homogenisations in multi-D space-time via dynamical systems theory
• Climate dynamics and fluid mechanics: Natural variability and related uncertainties

This page was built for publication: Normal forms for stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1390766)