Generation of one-sided random dynamical systems by stochastic differential equations

Electronic Journal of Probability

Volumn 2, Issue , 1997, Pages 1-17

  Kager, Gerald ^a   Scheutzow, Michael ^a  

^a TECHNISCHE UNIVERSITÄT BERLIN   (Germany)

Author keywords

Cocycle; Perfection; Random dynamical system; Stochastic differential equation

Indexed keywords

EID: 3042818685     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v2-22     Document Type: Article

References (18)

1. Arnold, L. (1997): Random dynamical systems. Springer, Berlin (to appear).
2. Arnold, L. and Scheutzow, M. (1995): Perfect cocycles through stochastic differential equations. Probab. Theory Relat. Fields 101, 65-88.
3. Cohn, D.L. (1980): Measure theory. Birkhauser, Boston.
4. Dellacherie, C. and Meyer, P.A. (1978): Probabilities and potential. North Holland, Amsterdam.
5. Dugundji, J. (1966): Topology. Allyn and Bacon, Boston.
6. Getoor, R. (1990): Excessive measures. Birkhauser, Boston.
7. Kager, G. (1996): Zur Perfektionierung nicht invertierbarer grober Kozykel. Ph.D. thesis, Technische Universitat Berlin.
8. Kunita, H. (1984): Stochastic differential equations and stochastic flows of diffeomor-phisms. Ecole d’Eté de Prob. de Saint Flour XII. Lecture Notes in Mathematics 1097, 143-303. Springer, Berlin.
9. Kunita, H. (1990): Stochastic flows and stochastic differential equations. Cambridge University Press, Cambridge.
10. Meyer, P.A. (1972): La perfection en probabilite. Seminaire de Probabilité VI. Lecture Notes in Mathematics 258, 243-253. Springer, Berlin.
11. Meyer, P.A. (1981): Flot d’une equation differentielle stochastique. Seminaire de Probabilité XV. Lecture Notes in Mathematics 850, 103-117. Springer, Berlin.
12. Mohammed, S.E.A. and Scheutzow, M. (1996): Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I: The multiplicative ergodic theory. Ann. Inst. Henri Poincaré (Prob. et Stat.) 32, 69-105.
13. Protter, P. (1986): Semimartingales and measure preserving flows. Ann. Inst. Henri Poincaré (Prob. et Stat.) 22, 127-147.
14. Protter, P. (1992): Stochastic integration and differential equations. Springer, Berlin.
15. Scheutzow, M. (1996): On the perfection of crude cocycles. Random and Comp. Dynamics, 4, 235-255.
16. Sharpe, M. (1988): General theory of Markov processes. Academic Press, Boston.
17. Walsh, J.B. (1972): The perfection of multiplicative functionals. Seminaire de Probabilité VI. Lecture Notes in Mathematics 258, 233-242. Springer, Berlin.
18. Zimmer, R. (1984): Ergodic theory and semisimple groups. Birkhauser, Boston