Titlebook: Stochastic Dynamics; Hans Crauel,Matthias Gundlach Book 1999 Springer Science+Business Media New York 1999 Lévy process.Maß.Stochastic cal

accomplishment

充满人

Topological, Smooth, and Control Techniques for Perturbed Systems,measurable, topological, and smooth dynamics. Recent developments also forge a close connection between control theory and topological and smooth dynamics. On the other hand, the support theorem of Stroock and Varadhan shows how control theoretic techniques may aid in the Markovian analysis of syste

CHASM

争吵

The Lyapunov Exponent of the Euler Scheme for Stochastic Differential Equations,hastic differential system solved by . is discretized by the Euler scheme. Under appropriate assumptions, the upper Lyapunov exponent . of the resulting approximate process . is well defined and can be efficiently computed by simulating one single trajectory of . during a time long enough. We descri

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Towards a Theory of Random Numerical Dynamics,eralizations of the commonly used dynamical systems concepts such as attractors and invariance of sets. This cocycle formalism is reviewed here and then the approximation of such dynamical behaviour by time discretized numerical schemes is discussed, outlining results that have been obtained and tho

Infant

,Canonical Stochastic Differential Equations based on Lévy Processes and Their Supports,gral, which is different from the Itô integral or the Stratonovich one. A feature of the canonical SDE is that it is a coordinate free representation of an SDE with jumps and the solution admits a nice geometrical interpretation, making use of the integral curves of vector fields appearing in the eq

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Stochastic Analysis on (Infinite-Dimensional) Product Manifolds,differentiable structures on product manifolds and prove the existence and uniqueness theorem for stochastic differential equations on them. This result is applied to the construction of Glauber dynamics for classical lattice models with compact spin spaces. We discuss the relations between ergodici