Random dynamical systems

MaRDI QIDQ1331082zbMATH OpenFDO

Authors Ludwig Arnold

Publication date 2 February 1995

Published in Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) (Search for Journal in Brave)

zbMATH Keywords

invariant manifoldsinvariant measuresmultiplicative ergodic theoremstabilitystochastic bifurcation

Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic systems in control theory (general) (93E03)

Review text

This paper was given as a presentation at the Jahrestagung der DMV in Berlin, 1992. It provides an overview of the theory of random dynamical systems (RDS's), and covers in a very short, but precise way the state of the art in the following areas: 1. Metric, topological, and smooth dynamics, 2. RDS: concept, invariant measures, 3. Generation of RDS, 4. The multiplicative ergodic theorem, 5. Invariant manifolds, stability, 6. Normal forms, Grobman-Hartman theorem, 7. Bifurcation theory, 8. Further areas for research. A list of almost 80 references is provided. The author is currently preparing a monograph ``Random dynamical systems, which will present the entire area with all the mathematical details.

Cited in

(26)

• Dispersion of volume under the action of isotropic Brownian flows
• Lyapunov exponents of stochastic flows
• Random dynamical systems: a review
• Dynamical systems arising from random substitutions
• Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory
• On transverse stability of random dynamical system
• Random conformal dynamical systems
• Review on computational methods for Lyapunov functions
• Ergodic theorems for extended real-valued random variables
• Output feedback control for stochastic nonholonomic systems with growth rate restriction
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• Random Dynamical Systems Generated by Two Allee Maps
• Minimal attractors and bifurcations of random dynamical systems
• scientific article; zbMATH DE number 2110604 (Why is no real title available?)
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• Nonautonomous and random attractors
• Structural stability of linear random dynamical systems
• scientific article; zbMATH DE number 2196365 (Why is no real title available?)
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• Persistence of structured populations in random environments
• Filtering dynamical systems using observations of statistics
• Invariant measures and entropies of random dynamical systems and the variational principle for random Bernoulli shifts
• Extended systems with deterministic local dynamics and random jumps

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