Discretization of a Random Dynamical System near a Hyperbolic Point
DOI10.1002/mana.3211810103zbMath0857.34058MaRDI QIDQ4892476
Ludwig Arnold, Peter E. Kloeden
Publication date: 6 March 1997
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.3211810103
noise; consistency; discretization error; one-step numerical method; general nonlinear system; random system of differential equations; small random perturbations of a deterministic hyperbolic point
93E15: Stochastic stability in control theory
34D08: Characteristic and Lyapunov exponents of ordinary differential equations
34F05: Ordinary differential equations and systems with randomness
65L05: Numerical methods for initial value problems involving ordinary differential equations
65C99: Probabilistic methods, stochastic differential equations
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Cites Work
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