Normal forms for stochastic differential equations

DOI10.1007/s004400050159zbMath0906.60048OpenAlexW1972172122MaRDI QIDQ1390766

Peter Imkeller, Ludwig Arnold

Publication date: 31 January 1999

Published in: Probability Theory and Related Fields (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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