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Displaying 61 – 75 of 75

Stability of equilibrium points of fractional difference equations with stochastic perturbations.

Paternoster, Beatrice, Shaikhet, Leonid (2008)

Advances in Difference Equations [electronic only]

Stability of the spectrum for transfer operators

Gerhard Keller, Carlangelo Liverani (1999)

Annali della Scuola Normale Superiore di Pisa - Classe di Scienze

Stochastic dynamical systems with weak contractivity properties II. Iteration of Lipschitz mappings

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

In this continuation of the preceding paper (Part I), we consider a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random Lipschitz mappings → , where is a proper metric space. We investigate existence and uniqueness of invariant measures, as well as recurrence and ergodicity of the induced stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . The main results concern the case when the associated Lipschitz constants are log-centered. Principal tools are local contractivity, as considered in detail in Part I, the Chacon-Ornstein...

Stochastic dynamical systems with weak contractivity properties I. Strong and local contractivity

Marc Peigné, Wolfgang Woess (2011)

Colloquium Mathematicae

Consider a proper metric space and a sequence ${(F ₙ)}_{n \geq 0}$ of i.i.d. random continuous mappings → . It induces the stochastic dynamical system (SDS) $X ₙ^{x} = F ₙ \circ . . . \circ F ₁ (x)$ starting at x ∈ . In this and the subsequent paper, we study existence and uniqueness of invariant measures, as well as recurrence and ergodicity of this process. In the present first part, we elaborate, improve and complete the unpublished work of Martin Benda on local contractivity, which merits publicity and provides an important tool for studying stochastic...

Strong convergence of additive Multidimensional Continued Fraction algorithms

Kentaro Nakaishi (2006)

Acta Arithmetica

Strong stochastic stability and rate of mixing for unimodal maps

Viviane Baladi, Marcelo Viana (1996)

Annales scientifiques de l'École Normale Supérieure

Sur les retardateurs

Thierry Bousch (2007)

Annales de l'I.H.P. Probabilités et statistiques

Symplectic integrators to stochastic Hamiltonian dynamical systems derived from composition methods.

Misawa, Tetsuya (2010)

Mathematical Problems in Engineering

Synchronization of dissipative dynamical systems driven by non-Gaussian Lev́y noises.

Liu, Xianming, Duan, Jinqiao, Liu, Jicheng, Kloeden, Peter E. (2010)

International Journal of Stochastic Analysis

The absolute continuity of the invariant measure of random iterated function systems with overlaps

Balázs Bárány, Tomas Persson (2010)

Fundamenta Mathematicae

We consider iterated function systems on the interval with random perturbation. Let $Y_{ε}$ be uniformly distributed in [1-ε,1+ ε] and let $f_{i} \in C^{1 + α}$ be contractions with fixpoints $a_{i}$ . We consider the iterated function system $Y_{ε} f_{i} + a_{i} (1 - Y_{ε}) ⁿ_{i = 1}$ , where each of the maps is chosen with probability $p_{i}$ . It is shown that the invariant density is in L² and its L² norm does not grow faster than 1/√ε as ε vanishes. The proof relies on defining a piecewise hyperbolic dynamical system on the cube with an SRB-measure whose projection is the...

The approximate Euler method for Lévy driven stochastic differential equations

Jean Jacod, Thomas G. Kurtz, Sylvie Méléard, Philip Protter (2005)

Annales de l'I.H.P. Probabilités et statistiques

Theorems of Thron's type for random-valued vector functions and the Krein-Rutman theorem

Rafał Kapica (2005)

Annales Polonici Mathematici

We propose stochastic versions of some theorems of W. J. Thron [14] on the speed of convergence of iterates for random-valued functions on cones in Banach spaces.

Currently displaying 61 – 75 of 75