ERGODIC PROPERTIES OF WEAK ASYMPTOTIC PSEUDOTRAJECTORIES FOR SET-VALUED DYNAMICAL SYSTEMS
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Publication:4908345
Ordinary differential inclusions (34A60) Topological dynamics of nonautonomous systems (37B55) Approximate trajectories (pseudotrajectories, shadowing, etc.) in smooth dynamics (37C50) Generation, random and stochastic difference and differential equations (37H10) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Stochastic approximation (62L20)
Abstract: A successful method to describe the asymptotic behavior of various deterministic and stochastic processes such as asymptotically autonomous differential equations or stochastic approximation processes is to relate it to an appropriately chosen limit semiflow. Bena"im and Schreiber (2000) define a general class of such stochastic processes, which they call weak asymptotic pseudotrajectories and study their ergodic behavior. In particular, they prove that the weak* limit points of the empirical measures associated to such processes are almost surely invariant for the associated deterministic semiflow. Bena"im, Hofbauer and Sorin (2005) generalised this approach to set-valued dynamical systems. We pursue the analogy by extending to these settings the ergodic properties of weak asymptotic pseudotrajectories.
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Cited in
(8)- Ergodic properties of weak asymptotic pseudotrajectories for semiflows
- Asymptotic pseudotrajectories and chain recurrent flows, with applications
- Invariant measures for multivalued semigroups
- Convergence of constant step stochastic gradient descent for non-smooth non-convex functions
- Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications
- Subgradient Sampling for Nonsmooth Nonconvex Minimization
- Dynamical properties in the axiomatic theory of ordinary differential equations
- A closed-measure approach to stochastic approximation
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