The paper presents calculations of normal forms for stochastic differential equations in \(\mathbb{R}^ n\) of the form \(\dot x=A(\eta)x+f(x,\eta)+\sigma F(x,\xi(t),\eta)\), where \(A\) is an \(n\times n\)-matrix, \(\xi\) is a stationary mean zero process, \(\eta\) and \(\sigma\) apparently are real paramters, \(f\) and \(A\) are smooth, \(f(0,\eta)\equiv F(0,\xi(t),\eta)\equiv 0\), and for \(\sigma=0\) the system is assumed to undergo a codimension one bifurcation in the parameter \(\eta\) at \(\eta=0\). It seems that further assumptions, in particular on the nature of \(\xi\), are made implicitly later.
- Normal forms for stochastic differential equations
- scientific article; zbMATH DE number 757687
- Stochastic methods
- scientific article; zbMATH DE number 4145158
- Stochastic formulations of the parametrix method
- Normal forms for random differential equations
- scientific article; zbMATH DE number 3860097
- Normal form analysis of stochastically forced dynamical systems
- Normal forms for random diffeomorphisms
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- Resolution of subgrid microscale interactions enhances the discretisation of nonautonomous partial differential equations
- Resolving the Multitude of Microscale Interactions Accurately Models Stochastic Partial Differential Equations
- Predicting unobserved exposures from seasonal epidemic data
- scientific article; zbMATH DE number 4030653 (Why is no real title available?)
- Accurate noise projection for reduced stochastic epidemic models
- Stochastic bifurcation
- Methods of nonlinear random vibration analysis.
- Normal forms for codimension one planar piecewise smooth vector fields
- Non-Markovian reduced models to unravel transitions in non-equilibrium systems
This page was built for publication: Method of stochastic normal forms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1198404)
