Course by A. V. Dymov and S. B. Kuksin "Random dynamical systems" February 17–April 28, 2023, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
The course is an introduction to the theory of random dynamical systems such as those which correspond to differential equations with impulsive random forces (known as "random kick-forces"). It will be explained that such systems are closely related with stochastic differential equations. The main attention will be paid to the time-asymptotic properties of the trajectories of these systems. Namely, criteria for mixing in the systems will be obtained, it will be proved that mixing implies the law of large numbers, and it will be discussed why mixing entails the central limit theorem. Most of the results will be obtained for systems in separable metric spaces, which will make it possible to discuss their extension of to partial differential equations with random kick-forces.
Lecturers
Dymov Andrey Victorovich
Kuksin Sergei Borisovich
Financial support
The course is supported by the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, Agreement no. 075-15-2022-265).
Institutions
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow Steklov International Mathematical Center |
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Course by A. V. Dymov and S. B. Kuksin "Random dynamical systems", February 17–April 28, 2023 |
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April 28, 2023 (Fri) |
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Lecture 10. Random dynamical systems A. V. Dymov, S. B. Kuksin April 28, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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April 21, 2023 (Fri) |
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Lecture 9. Random dynamical systems A. V. Dymov, S. B. Kuksin April 21, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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April 14, 2023 (Fri) |
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Lecture 8. Random dynamical systems A. V. Dymov, S. B. Kuksin April 14, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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April 7, 2023 (Fri) |
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Lecture 7. Random dynamical systems A. V. Dymov, S. B. Kuksin April 7, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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March 31, 2023 (Fri) |
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Lecture 6. Random dynamical systems A. V. Dymov March 31, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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March 24, 2023 (Fri) |
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Lecture 5. Random dynamical systems A. V. Dymov, S. B. Kuksin March 24, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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March 17, 2023 (Fri) |
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Lecture 4. Random dynamical systems S. B. Kuksin March 17, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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March 10, 2023 (Fri) |
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Lecture 3. Random dynamical systems A. V. Dymov, S. B. Kuksin March 10, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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March 3, 2023 (Fri) |
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Lecture 2. Random dynamical systems A. V. Dymov, S. B. Kuksin March 3, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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February 17, 2023 (Fri) |
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Lecture 1. Random dynamical systems A. V. Dymov, S. B. Kuksin February 17, 2023 18:00, Steklov Mathematical Institute, Room 430 (8 Gubkina) + online
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