THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS

DOI10.1142/S021949370200039XMaRDI QIDQ3149358zbMATH OpenFDO

Authors P. Imkeller, Christian Lederer

Publication date 24 September 2003

Published in Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationlocal linearizationrandom differential equationstochastic flowHartman-Grobman theoremrandom co-ordinate transformation

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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Cites work

• A generalization of Hartman's linearization theorem
• Asymptotic expansion of stochastic flows
• Attractors for random dynamical systems
• Diffusions conditionnelles. I. Hypoellipticité partielle
• Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage
• Normal forms for random diffeomorphisms
• Normal forms for stochastic differential equations
• Perfect cocycles through stochastic differential equations
• The complexity of stochastic differential equations
• The conjugacy of stochastic and random differential equations and the existence of global attractors

Cited in

(19)

• Stationary Conjugation of Flows for Parabolic SPDEs with Multiplicative Noise and Some Applications
• Numerical simulation of nonlinear dynamical systems driven by commutative noise
• The dichotomy spectrum for random dynamical systems and pitchfork bifurcations with additive noise
• Global solutions and random dynamical systems for rough evolution equations
• scientific article; zbMATH DE number 1948539 (Why is no real title available?)
• LONG TIME BEHAVIOR OF STOCHASTIC MHD EQUATIONS PERTURBED BY MULTIPLICATIVE NOISES
• On the cohomology of flows of stochastic and random differential equations
• Lévy-areas of Ornstein-Uhlenbeck processes in Hilbert-spaces
• Hopf bifurcation with additive noise
• Stochastic cohomology of Chen-Souriau and line bundle over the Brownian bridge
• A random dynamical systems perspective on stochastic resonance
• Existence and upper semicontinuity of bi-spatial pullback attractors for smoothing cocycles
• STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
• The conjugacy of stochastic and random differential equations and the existence of global attractors
• On linear stochastic flows
• Solving random ordinary differential equations on GPU clusters using multiple levels of parallelism
• TOPOLOGICAL EQUIVALENCE FOR DISCONTINUOUS RANDOM DYNAMICAL SYSTEMS AND APPLICATIONS
• Construction of mean-square Lyapunov-basins for random ordinary differential equations
• Measurability of random attractors for quasi strong-to-weak continuous random dynamical systems

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