On the notion of -completeness of a stochastic flow on a manifold.
Gliklikh, Yu.E., Morozova, L.A. (2002)
Abstract and Applied Analysis
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Displaying similar documents to “An operator theoretic approach to stochastic flows on manifolds”
On the notion of -completeness of a stochastic flow on a manifold.
The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial
Richard W. R. Darling, Yves Le Jan (1988)
Séminaire de probabilités de Strasbourg
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Conditions for global existence of solutions of ordinary differential, stochastic differential, and parabolic equations.
Gliklikh, Yuri E., Morozova, Lora A. (2004)
International Journal of Mathematics and Mathematical Sciences
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Necessary and sufficient conditions for global-in-time existence of solutions of ordinary, stochastic, and parabolic differential equations.
Gliklikh, Yuri E. (2006)
Abstract and Applied Analysis
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Irina Bashkirtseva (2018)
Kybernetika
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Complex dynamic regimes connected with the noise-induced mixed-mode oscillations in the thermochemical model of flow reactor are studied. It is revealed that the underlying reason of such excitability is in the high stochastic sensitivity of the equilibrium. The problem of stabilization of the excitable equilibrium regimes is investigated. We develop the control approach using feedback regulators which reduce the stochastic sensitivity and keep the randomly forced system near the stable...
Stochastic Poisson-Sigma model
Rémi Léandre (2005)
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
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We produce a stochastic regularization of the Poisson-Sigma model of Cattaneo-Felder, which is an analogue regularization of Klauder’s stochastic regularization of the hamiltonian path integral [23] in field theory. We perform also semi-classical limits.
Splitting the conservation process into creation and annihilation parts
Nicolas Privault (1998)
Banach Center Publications
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The aim of this paper is the study of a non-commutative decomposition of the conservation process in quantum stochastic calculus. The probabilistic interpretation of this decomposition uses time changes, in contrast to the spatial shifts used in the interpretation of the creation and annihilation operators on Fock space.
Conditional expectations for derivatives of certain stochastic flows
Kenneth David Elworthy, Marc Yor (1993)
Séminaire de probabilités de Strasbourg
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Linear expansion of isotropic Brownian flows.
Cranston, Michael, Scheutzow, Michael, Steinsaltz, David (1999)
Electronic Communications in Probability [electronic only]
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On Markovian cocycle perturbations in classical and quantum probability.
Amosov, G.G. (2003)
International Journal of Mathematics and Mathematical Sciences
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Some applications of Girsanov's theorem to the theory of stochastic differential inclusions
Micha Kisielewicz (2003)
Discussiones Mathematicae, Differential Inclusions, Control and Optimization
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The Girsanov's theorem is useful as well in the general theory of stochastic analysis as well in its applications. We show here that it can be also applied to the theory of stochastic differential inclusions. In particular, we obtain some special properties of sets of weak solutions to some type of these inclusions.