A stochastic return map for stochastic differential equations

DOI10.1007/BF01026555zbMath0714.60044MaRDI QIDQ751042

Jeffrey B. Weiss, Edgar Knoblauch

Publication date: 1990

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

zbMATH Keywords

stochastic differential equationGaussian colored noiselocally stable limit cyclestochastic return map

Mathematics Subject Classification ID

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

Related Items (10)

Stability of the Poincaré maps for a stochastic fast–slow system ⋮ Anticipating random periodic solutions. I: SDEs with multiplicative linear noise. ⋮ Asymptotic behaviors of stochastic periodic differential equation with Markovian switching ⋮ Backward Euler-Maruyama method for the random periodic solution of a stochastic differential equation with a monotone drift ⋮ Existence of random invariant periodic curves via random semiuniform ergodic theorem ⋮ Random periodic processes, periodic measures and ergodicity ⋮ Stability and constructions of the Poincaré maps for a class of stochastic partial differential equations ⋮ Early-warning signals for bifurcations in random dynamical systems with bounded noise ⋮ From random Poincaré maps to stochastic mixed-mode-oscillation patterns ⋮ The Poincaré maps of a slow-fast stochastic system

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