Stochastics and Dynamics · 2004 · 18 citations · 7 references
EngineeringMathematicsDynamical SystemsProbability TheoryStochastic ProcessesDiscrete-time Stochastic ProcessesMarkov ProcessesStochastic CalculusStochastic ControlStochastic Differential EquationsStochastic Systems ModelingMeasurable SpacesStochastic Differential SystemsStochastic Dynamical Systems
We present versions of Hartman–Grobman theorems for random dynamical systems (RDS) in the discrete case. We use the same random norm like in Wanner [14], but instead of using difference equations, we perform an appropriate generalization of the deterministic arguments in an adequate space of measurable homeomorphisms to extend the results in [14] with weaker hypotheses (integrability instead of boundedness) and simpler arguments.
7
Flows of stochastic dynamical systems: ergodic theory
Andrew Carverhill · Stochastics · 1985 · 148 citations
A stochastic version of center manifold theory
Petra Boxler · Probability Theory and Related Fields · 1989 · 115 citations · Full text
Engineering, Mathematics, Physics +12