OS Stochastische Analysis Detailseite Kalender

Vortragende Person/Vortragende Personen:
Dr. Maximilian Engel (Freie Universität Berlin)

Abstract: This talk aims to give an overview on various notions of Lyapunov exponents (LEs) in random dynamical systems, that is, systems whose evolution in time is governed by laws exhibiting randomness: from finite-time LEs to classical asymptotic LEs and corresponding spectra up to LEs for processes conditioned on staying in bounded domains. We demonstrate how these notions, especially of a first, dominant LE, become relevant in the context of stochastic bifurcations, in finite and infinite dimensions.