STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS

DOI10.1142/S0219493704001206zbMath1063.93053OpenAlexW1984512464MaRDI QIDQ4659536

Paulo R. Ruffino, Edson A. Coayla-Teran

Publication date: 21 March 2005

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

Full work available at URL: https://doi.org/10.1142/s0219493704001206

zbMATH Keywords

Hartman-Grobman theoremhyperbolic fixed pointsrandom diffeomorphismslocal conjugacy

Mathematics Subject Classification ID

Stochastic systems and control (93E99) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Dynamical systems with hyperbolic orbits and sets (37D05)

Related Items (10)

Asset prices and wealth dynamics in a financial market with random demand shocks ⋮ Hölder conjugacies for random dynamical systems ⋮ On the linearization of infinite‐dimensional random dynamical systems ⋮ \(C^1\) Hartman theorem for random dynamical systems ⋮ Climate dynamics and fluid mechanics: Natural variability and related uncertainties ⋮ The wind-driven ocean circulation: applying dynamical systems theory to a climate problem ⋮ Evolution and market behavior with endogenous investment rules ⋮ A characterization of Markov equilibrium in stochastic overlapping generations models ⋮ A new proof for the Hartman-Grobman theorem for random dynamical systems ⋮ Linearization and local stability of random dynamical systems

Cites Work

• Unnamed Item
• Unnamed Item
• Random matrix products and measures on projective spaces
• A stochastic version of center manifold theory
• THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS
• Flows of stochastic dynamical systems: ergodic theory
• A nonrandom lyapunov spectrum for nonlinear stochastic dynamical systems
• Applications of functional analysis and operator theory

This page was built for publication: STOCHASTIC VERSIONS OF HARTMAN–GROBMAN THEOREMS