On the cohomology of flows of stochastic and random differential equations

DOI10.1007/s004400100134zbMath0993.60056MaRDI QIDQ5944092

Peter Imkeller, Christian Lederer

Publication date: 15 September 2002

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

random dynamical systemssolvable Lie algebraconjugation of flowsDuffing-van der Pol oscillatorrandom cohomologystochastic flows

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Related Items (8)

Rate of convergence of local linearization schemes for random differential equations ⋮ Random attractors for locally monotone stochastic partial differential equations ⋮ Lyapunov regularity for random dynamical systems ⋮ Robustness of nonuniform mean-square exponential dichotomies ⋮ Monte-Carlo estimation of time-dependent statistical characteristics of random dynamical systems ⋮ Numerical simulation of nonlinear dynamical systems driven by commutative noise ⋮ Nonuniform mean-square exponential dichotomies and mean-square exponential stability ⋮ The local linearization method for numerical integration of random differential equations

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