On random dynamical systems generated by white noise time change of deterministic dynamical systems

DOI10.1155/2022/3881486MaRDI QIDQ2684569zbMATH OpenOpenAlexFDO

Authors Mohamed Hmissi, Farida Mokchaha

Publication date 16 February 2023

Published in Journal of Probability and Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2022/3881486

Mathematics Subject Classification ID

Probability theory and stochastic processes (60-XX) Stochastic processes (60Gxx) Markov processes (60Jxx)

Review text

Summary: In this paper, we apply the random time change by the real white noise to deterministic dynamical systems. We prove that the obtained random dynamical systems are solutions of some stochastic differential equations whenever the deterministic dynamical systems are solutions of ordinary differential equations.

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Cited in

(1)

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