Linearization and local stability of random dynamical systems

DOI10.1090/S0002-9939-2010-10647-0zbMath1220.37043arXiv1004.4862MaRDI QIDQ3085069

Klaus Reiner Schenk-Hoppé, Sergey Pirogov, Igor V. Evstigneev

Publication date: 28 March 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1004.4862

zbMATH Keywords

random dynamical system; local asymptotic stability; stochastic equilibrium

Mathematics Subject Classification ID

91G80: Financial applications of other theories

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

37H05: General theory of random and stochastic dynamical systems

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