A Wong–Zakai approximation for random slow manifolds with application to parameter estimation
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DOI: 10.1007/s11071-019-05201-4
Abstract: We study a Wong-Zakai approximation for the random slow manifold of a slow-fast stochastic dynamical system. We first deduce the existence of the random slow manifold about an approximation system driven by an integrated Ornstein-Uhlenbeck… read more here.
Keywords: system; zakai approximation; wong zakai; random slow ... See more keywords
A Wong-Zakai approximation for random invariant manifolds
Sign Up to like & getrecommendations! Published in 2017 at "Journal of Mathematical Physics"
DOI: 10.1063/1.5017932
Abstract: Random invariant manifolds are geometric objects useful for understanding complex dynamics under stochastic influences. But these random objects are difficult to be visualized geometrically or computed numerically. The current work provides a perturbation approach to… read more here.
Keywords: random invariant; invariant manifold; zakai approximation; random ... See more keywords