Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory

DOI10.1016/0304-4149(95)00081-XzbMath0847.60037MaRDI QIDQ1915844

Peter Imkeller, Ludwig Arnold

Publication date: 30 September 1996

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsrandom dynamical systemsmultiplicative ergodic theoryanticipative calculusparametrized Stratonovich integrals

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Ordinary differential equations and systems with randomness (34F05) Ergodic theory (37A99)

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Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos ⋮ Anticipating stochastic differential systems with memory ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Solving system of linear Stratonovich Volterra integral equations via modification of hat functions ⋮ Spatial asymptotic behavior of homeomorphic global flows for non-Lipschitz SDEs ⋮ Regularity of SLE in \((t,\kappa)\) and refined GRR estimates ⋮ Lyapunov functions and non-trivial stationary solutions of stochastic differential equations ⋮ On the spatial asymptotic behavior of stochastic flows in Euclidean space ⋮ Rotation numbers for linear stochastic differential equations ⋮ The stable manifold theorem for stochastic differential equations ⋮ Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations

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