arXiv:1004.4862 Abstract | arXiv Analytics

arXiv:1004.4862 [math.DS]Abstract References Reviews Resources

Linearization and local stability of random dynamical systems

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

Published 2010-04-27, updated 2010-06-15Version 2

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.

Categories: math.DS, math.PR

Subjects: 37H05, 34F05, 91G80, 37H15

Keywords: random dynamical systems, local stability, linearization, banach spaces, local asymptotic stability

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