Work

Linearization and local stability of random dynamical systems

Year: 2010

Type: preprint

Abstract: The paper examines questions of local asymptotic stability of random dynamical systems. Results concerning stochastic dynamics in general metric spaces, as well as in Banach spaces, are obtained. The results pertaining to Banach spaces are based on the linearization of the systems under study. The general theory is motivated (and illustrated in this paper) by applications in mathematical finance.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1004.4862

Authors: Evstigneev, Igor V., Pirogov, Sergey A., Schenk-Hoppé, Klaus R.

Institutions: University of Manchester, Russian Academy of Sciences, Institute for Information Transmission Problems, University of Leeds

Language: English

Topic: Mathematical Dynamics and Fractals

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: National Center of Competence in Research Chemical Biology

OpenAlex ID: W2952179646

Cites: 22

Cited by: 1

Related to: 20