Stochastic averaging and asymptotic behavior of the stochastic Duffing--van der Pol equation

DOI10.1016/j.spa.2004.05.001zbMath1075.60062MaRDI QIDQ2485791

Peter H. Baxendale

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2004.05.001

zbMATH Keywords

Lyapunov exponents; Stochastic averaging; Stochastic differential equation; Duffing-van der Pol equation; Stochastic flows; Invariant measures

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

37H15: Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents

60H35: Computational methods for stochastic equations (aspects of stochastic analysis)

37H20: Bifurcation theory for random and stochastic dynamical systems

Related Items

Averaging of stochastic flows: twist maps and escape from resonance, Stochastic finite element technique for stochastic one-dimensional time-dependent differential equations with random coefficients

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