Approximation of random dynamical systems with discrete time by stochastic differential equations: I. Theory

DOI10.1515/rose.2007.013zbMath1199.60233OpenAlexW2169075165MaRDI QIDQ5324838

Yuri A. Godin, Stanislav Alekseevich Molchanov

Publication date: 8 August 2009

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2007.013

zbMATH Keywords

discretizationdensity of statesLyapunov exponentItô's stochastic equation

Mathematics Subject Classification ID

General topics in linear spectral theory for PDEs (35P05) Spectral theory and eigenvalue problems for partial differential equations (35P99) Disordered systems (random Ising models, random Schrödinger operators, etc.) in equilibrium statistical mechanics (82B44) Schrödinger operator, Schrödinger equation (35J10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• Ideas in the theory of random media
• One-dimensional Schrödinger operators with random decaying potentials
• Absolutely continuous spectrum of Schrödinger operators with slowly decaying and oscillating potentials

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