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On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems
Journal article   Open access  Peer reviewed

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

Mohamed Hmissi and Farida Mokchaha
Journal of probability and statistics, Vol.2022
09/12/2022

Abstract

Mathematics Physical Sciences Science & Technology Statistics & Probability
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.
url
https://doi.org/10.1155/2022/3881486View
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