A stochastic return map for stochastic differential equations

DOI10.1007/BF01026555MaRDI QIDQ751042zbMATH OpenFDO

Authors Jeffrey B. Weiss, Edgar Knobloch

Publication date 1990

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01026555

zbMATH Keywords

Gaussian colored noiselocally stable limit cyclestochastic differential equationstochastic return map

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(15)

• Asymptotic behaviors of stochastic periodic differential equation with Markovian switching
• Early-warning signals for bifurcations in random dynamical systems with bounded noise
• The Poincaré maps of a slow-fast stochastic system
• Random periodic processes, periodic measures and ergodicity
• From random Poincaré maps to stochastic mixed-mode-oscillation patterns
• Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations
• Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.
• Existence of random invariant periodic curves via random semiuniform ergodic theorem
• Stability of the Poincaré maps for a stochastic fast–slow system
• Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift
• The approximation and portray of stochastic Poincaré maps for stochastic slow-fast systems in Hilbert spaces
• Random periodic solutions of SDEs driven by -stable processes: existence, uniqueness and numerical approximations
• Reducing metastable continuous-space Markov chains to Markov chains on a finite set
• Random periodic solutions of non-uniform dissipative stochastic differential equations driven by multiplicative pure jump Lévy noises
• Stochastic Poincaré maps for a slow-fast system with white noises: approximation and visualization

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