On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems

IF 1 Q3 STATISTICS & PROBABILITY Journal of Probability and Statistics Pub Date : 2022-12-09 DOI:10.1155/2022/3881486
M. Hmissi, F. Mokchaha
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引用次数: 0

Abstract

In this paper, we apply the random time change by the real white noise to deterministic dynamical systems. We prove that the obtained random dynamical systems are solutions of some stochastic differential equations whenever the deterministic dynamical systems are solutions of ordinary differential equations.
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确定性动力系统白噪声时变产生的随机动力系统
本文将真实白噪声引起的随机时间变化应用于确定性动力系统。证明了当确定性动力系统是常微分方程的解时,所得到的随机动力系统是一些随机微分方程的解。
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来源期刊
Journal of Probability and Statistics
Journal of Probability and Statistics STATISTICS & PROBABILITY-
自引率
0.00%
发文量
14
审稿时长
18 weeks
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