Normal forms for stochastic differential equations

Probability Theory and Related Fields

Volumn 110, Issue 4, 1998, Pages 559-588

  Arnold, Ludwig ^a   Imkeller, Peter ^b  

^a UNIVERSITY OF BREMEN   (Germany)

^b HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Affine stochastic differential equation; Anticipative calculus; Multiplicative ergodic theory; Noisy Duffing van der Pol oscillator; Random dynamical system; Stochastic cohomological equation; Stochastic differential equation; Stochastic normal form

Indexed keywords

EID: 0032049708     PISSN: 01788051     EISSN: None     Source Type: Journal    
DOI: 10.1007/s004400050159     Document Type: Article

References (23)

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