Random differential equations and applications. (English) Zbl 0980.37012
van Strien, S. J. (ed.) et al., Stochastic and spatial structures of dynamical systems. Proceedings of the meeting, Amsterdam, Netherlands, January 1995. Amsterdam: North-Holland. Verh. Afd. Natuurkd., 1. Reeks, K. Ned. Akad. Wet. 45, 163-181 (1996).
Summary: We introduce some basic methods and results in the field of random differential equations. These methods and results center on the concepts of exponential dichotomy, Lyapunov type number, and rotation number. They are applied to two problems in random bifurcation theory.
For the entire collection see [Zbl 0969.00057].
For the entire collection see [Zbl 0969.00057].
MSC:
37H10 | Generation, random and stochastic difference and differential equations |
34F05 | Ordinary differential equations and systems with randomness |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |