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Wiener Chaos Solutions for Linear Backward Stochastic Evolution Equations

โœ Scribed by Yannacopoulos, Athanasios N.; Frangos, Nikolaos E.; Karatzas, Ioannis


Book ID
118198707
Publisher
Society for Industrial and Applied Mathematics
Year
2011
Tongue
English
Weight
489 KB
Volume
43
Category
Article
ISSN
0036-1410

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The chaotic orbits of dynamical systems have positive Liapunov exponents, and become stochastic and random on long timescales due to the orbital instability, leading to various remarkable phenomena, such as (1) the loss of memory with respect to the initial states, (2) the dissipation of the kinetic