On Random Dynamical Systems Generated by White Noise Time Change of Deterministic Dynamical Systems
Mohamed Hmissi,
Farida Mokchaha and
Xiaofeng Zong
Journal of Probability and Statistics, 2022, vol. 2022, 1-7
Abstract:
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.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:3881486
DOI: 10.1155/2022/3881486
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