Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise

Invariant foliations for stochastic dynamical systems with multiplicative stable Levy noise

This work concerns the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this kind of system via the Lyapunov-Perron method. Then we examine the geometric structure of the inva...

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Bibliographic Details
Main Authors: Ying Chao, Pingyuan Wei, Shenglan Yuan
Format: Article
Language:English
Published: Texas State University 2019-05-01
Series:Electronic Journal of Differential Equations
Subjects:
Stochastic differential equation
random dynamical system
invariant foliation
invariant manifold
geometric structure
Online Access:http://ejde.math.txstate.edu/Volumes/2019/68/abstr.html
Description
Summary:This work concerns the dynamics of a class of stochastic dynamical systems with a multiplicative non-Gaussian Levy noise. We first establish the existence of stable and unstable foliations for this kind of system via the Lyapunov-Perron method. Then we examine the geometric structure of the invariant foliations, and their relation with invariant manifolds. Also we illustrate our results in an example.
ISSN:1072-6691

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