Flows of stochastic dynamical systems: ergodic theory
From MaRDI portal
Publication:3321141
Recommendations
- A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
- scientific article; zbMATH DE number 3960624
- scientific article; zbMATH DE number 3971847
- scientific article; zbMATH DE number 4045621
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
Cites work
- scientific article; zbMATH DE number 3812549 (Why is no real title available?)
- scientific article; zbMATH DE number 3778463 (Why is no real title available?)
- scientific article; zbMATH DE number 3780265 (Why is no real title available?)
- scientific article; zbMATH DE number 3262609 (Why is no real title available?)
- scientific article; zbMATH DE number 3344968 (Why is no real title available?)
- Asymptotic behaviors of dynamical systems with random parameters
- Flows of stochastic dynamical systems: The functional analytic approach
- Multilinear Algebra
- ON SMALL RANDOM PERTURBATIONS OF DYNAMICAL SYSTEMS
- On backward stochastic differential equations
Cited in
(52)- Lyapunov exponents and synchronisation by noise for systems of SPDEs
- A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
- Linearization and local stability of random dynamical systems
- A limit shape theorem for periodic stochastic dispersion
- On isotropic brownian motions
- scientific article; zbMATH DE number 3621873 (Why is no real title available?)
- Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
- Furstenberg's theorem for nonlinear stochastic systems
- Lyapunov exponents and relative entropy for a stochastic flow of diffeomorphisms
- Lévy processes in semisimple Lie groups and stability of stochastic flows
- Ruelle's inequality for the entropy of diffusion processes
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- Entropy formula for random transformations
- Asymptotic behaviour of stochastic flows of diffeomorphisms: Two case studies
- Löwner evolution driven by a stochastic boundary point
- A dynamical theory for singular stochastic delay differential equations. II: Nonlinear equations and invariant manifolds
- Stochastic flows on the boundaries of lie groups
- Synchronization by noise
- Invariant manifolds for products of random diffeomorphisms
- Lyapunov exponents of stochastic flows
- The stable manifold theorem for stochastic differential equations
- The stable manifold theorem for non-linear stochastic systems with memory. II: The local stable manifold theorem.
- Invariant measure of duplicated diffusions and application to Richardson-Romberg extrapolation
- On the integrability condition in the multiplicative ergodic theorem for stochastic differential equations
- Stochasticity in dynamical systems and the curvature of the associated Riemannian manifold
- The lyapunov spectrum and stable manifolds for stochastic linear delay equations
- Necessary and sufficient conditions for stable synchronization in random dynamical systems
- The Morse spectrum of linear flows on vector bundles
- Ergodic properties of markov processes driven by a set of vector fields
- Stochastic flows on a countable set: Convergence in distribution
- STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS
- A stochastic version of center manifold theory
- Ergodicity and mixing \(T\)-induced flows
- Path-Based Divergence Rates and Lagrangian Uncertainty in Stochastic Flows
- Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow
- A multiplicative ergodic theorem for random transformations
- Lyapunov exponents of stochastic dynamical systems
- Lyapunov exponents of linear stochastic functional differential equations with infinite memory
- Ergodic theorems for dynamic imprecise probability kinematics
- Dimension formula for random transformations
- Classical and stochastic Löwner-Kufarev equations
- Lagrangian chaos and scalar advection in stochastic fluid mechanics
- Ergodic Properties of Linear Dynamical Systems
- Lévy flows and associated stochastic PDEs
- Extremal exponents of random dynamical systems do not vanish
- Sample path properties of the stochastic flows.
- Characterizing Gaussian flows arising from Itô's stochastic differential equations
- Limiting points of stochastic flows
- Large deviations and stochastic flows of diffeomorphisms
- DYNAMICAL PROPERTIES OF LÉVY PROCESSES IN LIE GROUPS
- scientific article; zbMATH DE number 65717 (Why is no real title available?)
- Analysis of non‐linear dynamical circuits and systems under the influence of thermal noise
This page was built for publication: Flows of stochastic dynamical systems: ergodic theory
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3321141)