Perfect cocycles through stochastic differential equations

DOI10.1007/BF01192196MaRDI QIDQ1346965zbMATH OpenFDO

Authors Michael Scheutzow, Ludwig Arnold

Publication date 18 September 1995

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

zbMATH Keywords

stochastic differential equationrandom diffeomorphismscontinuous random dynamical systemcountably generated Hausdorff group

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

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Cited in

(42)

• THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS
• Random dynamical systems generated by coalescing stochastic flows on \(\mathbb{R}\)
• Ergodicity and spike rate for stochastic FitzHugh-Nagumo neural model with periodic forcing
• Criteria for strong and weak random attractors
• Mean-square random dynamical systems
• Absolute continuity theorem for random dynamical systems on \(R^d\)
• Limiting points of stochastic flows
• Random periodicity for stochastic Liénard equations
• ATTRACTORS FOR STOCHASTIC LATTICE DYNAMICAL SYSTEMS
• CONJUGATION OF FLOWS FOR STOCHASTIC AND RANDOM FUNCTIONAL DIFFERENTIAL EQUATIONS
• The perfection of local semi-flows and local random dynamical systems with applications to SDEs
• Ruelle's inequality for isotropic Ornstein-Uhlenbeck flows
• Global random attractors are uniquely determined by attracting deterministic compact sets
• Isotropic Ornstein-Uhlenbeck flows
• Homeomorphic flows for multi-dimensional SDEs with non-Lipschitz coefficients
• Averaging principle for stochastic differential equations in the random periodic regime
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• Approximative policy iteration for exit time feedback control problems driven by stochastic differential equations using tensor train format
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• Rotation numbers for linear stochastic differential equations
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
• ALMOST ALL NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS ARE REGULAR
• Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations
• Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
• The stable manifold theorem for stochastic differential equations
• Stationary solutions of SPDEs and infinite horizon BDSDEs
• Random attractors for stochastic porous media equations perturbed by space-time linear multiplicative noise
• Stationary stochastic viscosity solutions of SPDEs
• Minimal random attractors
• A random dynamical systems perspective on isochronicity for stochastic oscillations
• Almost periodicity and periodicity for nonautonomous random dynamical systems
• DICHOTOMY SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Pesin's formula for random dynamical systems on \(\mathbb R^d\)
• Nonlinear Feynman--Kac formulas for Stochastic Partial Differential Equations with Space-Time Noise
• Almost sure averaging for evolution equations driven by fractional Brownian motions
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• Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
• Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications
• LYAPUNOV SPECTRUM OF NONAUTONOMOUS LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS
• Evolution systems of measures for stochastic flows
• Random dynamical systems, rough paths and rough flows
• The stable manifold theorem for non-linear stochastic systems with memory. I: Existence of the semiflow.

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