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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].

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)