Stochastic embedding of dynamical systems

DOI10.1063/1.2736519zbMath1144.81333arXivmath/0509713OpenAlexW1993289879MaRDI QIDQ3529804

Jacky Cresson, Sébastien Darses

Publication date: 14 October 2008

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0509713

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Ordinary differential equations and systems with randomness (34F05) Stochastic mechanics (including stochastic electrodynamics) (81P20) Random dynamical systems (37H99)

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