| Título: | Generation of One-Sided Random Dynamical Systems by Stochastic Differential Equations |
| Autores: |
Kager, Gerald; Technische Universität Berlin Scheutzow, Michael; Technische Universität Berlin |
| Fecha: | 1997-01-01 |
| Publicador: | Electronic journal of probability |
| Fuente: |
 |
| Tipo: |
Peer-reviewed Article |
| Tema: |
Mathematics stochastic differential equation, random dynamical system, cocycle, perfection 60H10, 28D10, 34C35 |
| Descripción: | Let $Z$ be an $R^m$-valued semimartingale with stationary increments which is realized as a helix over a filtered metric dynamical system $S$. Consider a stochastic differential equation with Lipschitz coefficients which is driven by $Z$. We show that its solution semiflow $\phi$ has a version for which $\varphi(t,\omega)=\phi(0,t,\omega)$ is a cocycle and therefore ($S$,$\varphi$) is a random dynamical system. Our results generalize previous results which required $Z$ to be continuous. We also address the case of local Lipschitz coefficients with possible blow-up in finite time. Our abstract perfection theorems are designed to cover also potential applications to infinite dimensional equations. |
| Idioma: | Inglés |
1 Lévy Classes and Self-Normalization por Khoshnevisan, Davar; University of Utah | 6 Time-Space Analysis of the Cluster-Formation in Interacting Diffusions por Fleischmann, Klaus; Weierstrass Institute for Applied Analysis and Stochastics,Greven, Andreas; Universitat Erlangen-Nurnberg |
2 Hausdorff Dimension of Cut Points for Brownian Motion por Lawler, Gregory F.; Duke University and Cornell University | 7 Conditional Moment Representations for Dependent Random Variables por Bryc, Wlodzimierz; University of Cincinnati |
3 Eigenvalue Expansions for Brownian Motion with an Application to Occupation Times por Bass, Richard F.; University of Washington,Burdzy, Krzysztof; University of Washington | 8 Almost Sure Exponential Stability of Neutral Differential Difference Equations with Damped Stochastic Perturbations por Liao, Xiao Xin; University of Strathclyde,Mao, Xuerong; University of Strathclyde |
4 Random Discrete Distributions Derived from Self-Similar Random Sets por Pitman, Jim; University of California, Berkeley,Yor, Marc; Université Pierre et Marie Curie | 9 Quantitative Bounds for Convergence Rates of Continuous Time Markov Processes por Roberts, Gareth O.; University of Cambridge,Rosenthal, Jeffrey S.; University of Toronto |
5 A Microscopic Model for the Burgers Equation and Longest Increasing Subsequences por Seppäläinen, Timo; Iowa State University | 10 Metastability of the Three Dimensional Ising Model on a Torus at Very Low Temperatures por Ben Arous, Gérard; Ecole Normale Supérieure,Cerf, Raphaël; Université Paris Sud |