Linearization and Local Stability of Random Dynamical Systems

The paper examines questions of local asymptotic stability of randomdynamical systems. Results concerning stochastic dynamics ingeneral metric spaces, as well as in Banach spaces, are obtained. Theresults pertaining to Banach spaces are based on the linearization ofthe systems under study. The general theory is motivated (and illustratedin this paper) by applications in mathematical finance.[...]

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Year of publication:	2010-03-27
Authors:	Evstigneev, Igor V. ; Pirogov, Sergey A. ; Schenk-Hoppé, Klaus Reiner
Institutions:	National Centre of Competence in Research - Financial Valuation and Risk Management
Subject:	Stabilität \| Zufall \| Dynamik \| dynamics \| Linearisierung

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Extent:	473088 bytes 18 p. application/pdf
Series:	FINRISK Working Paper Series Working Paper No. 682
Type of publication:	Book / Working Paper
Language:	English
Classification:	C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; C62 - Existence and Stability Conditions of Equilibrium ; Strategic management ; Specific management methods ; Market research ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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