On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems
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 e...
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Format: | Article |
Language: | English |
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Wiley
2022-01-01
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Series: | Journal of Probability and Statistics |
Online Access: | http://dx.doi.org/10.1155/2022/3881486 |
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author | Mohamed Hmissi Farida Mokchaha |
author_facet | Mohamed Hmissi Farida Mokchaha |
author_sort | Mohamed Hmissi |
collection | DOAJ |
description | 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. |
format | Article |
id | doaj-art-ce7b06ca00b34133a23e64a75800028d |
institution | Kabale University |
issn | 1687-9538 |
language | English |
publishDate | 2022-01-01 |
publisher | Wiley |
record_format | Article |
series | Journal of Probability and Statistics |
spelling | doaj-art-ce7b06ca00b34133a23e64a75800028d2025-02-03T00:59:37ZengWileyJournal of Probability and Statistics1687-95382022-01-01202210.1155/2022/3881486On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical SystemsMohamed Hmissi0Farida Mokchaha1Department of Mathematics and StatisticsDepartment of Mathematics and StatisticsIn 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.http://dx.doi.org/10.1155/2022/3881486 |
spellingShingle | Mohamed Hmissi Farida Mokchaha On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems Journal of Probability and Statistics |
title | On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems |
title_full | On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems |
title_fullStr | On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems |
title_full_unstemmed | On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems |
title_short | On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems |
title_sort | on random dynamical systems generated by white noise time change of deterministic dynamical systems |
url | http://dx.doi.org/10.1155/2022/3881486 |
work_keys_str_mv | AT mohamedhmissi onrandomdynamicalsystemsgeneratedbywhitenoisetimechangeofdeterministicdynamicalsystems AT faridamokchaha onrandomdynamicalsystemsgeneratedbywhitenoisetimechangeofdeterministicdynamicalsystems |