Qualitative behavior of random differential equations

6. Thomas Wanner:
   Qualitative behavior of random differential equations
   In: Proceedings of the Fifth International Colloquium on Differential Equations, edited by Drumi Bainov, Angel Dishliev, Vol. 2, pp. 242-257, SCT Publishing, 1995.

Abstract

In the recent paper Wanner (1995) we presented a linearization theory for both discrete-time and continuous-time random dynamical systems the proof of which relied on the fact that discrete-time random dynamical systems are nothing but general solutions of certain random difference equations and that the continuous-time case can be reduced to the discrete one. The method of proof used in Wanner (1995) can also be applied to random differential equations directly and this – besides from reproducing parts of the above-mentioned results – gives some insight into the qualitative behavior of general nonautonomous random differential equations. Since these results may be of independent interest they will be presented in this paper.

Bibtex

@inproceedings{wanner:95b,
   author = {Thomas Wanner},
   title = {Qualitative behavior of random differential equations},
   booktitle = {Proceedings of the Fifth International Colloquium on
                Differential Equations},
   volume = 2,
   publisher = {SCT Publishing},
   year = 1995,
   pages = {242--257},
   editor = {Drumi Bainov and Angel Dishliev}
   }