8 citations · 12 across the 6 of their papers we have counts for
5 papers · 1 filter
Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations
Michal Branicki, Kenneth Uda
We consider a class of dissipative stochastic differential equations (SDE's) with time-periodic coefficients in finite dimension, and the response of time-asymptotic probability me…
Lagrangian uncertainty quantification and information inequalities for stochastic flows
Michal Branicki, Kenneth Uda
We develop a systematic information-theoretic framework for quantification and mitigation of error in probabilistic Lagrangian (i.e., path-based) predictions which are obtained fro…
Averaging principle for stochastic differential equations in the random periodic regime
Kenneth Uda
We present the validity of stochastic averaging principle for non-autonomous slow-fast stochastic differential equations (SDEs) whose fast motions admit random periodic solutions.…
Random periodic solutions and ergodicity for stochastic differential equations
Kenneth Uda, Huaizhong Zhao
In this paper, we establish some sufficient conditions for the existence of stable random periodic solutions of stochastic differential equations and ergodicity in the random perio…
Existence of random invariant periodic curves via random semiuniform ergodic theorem
Kenneth Uda
We employ an extension of ergodic theory to the random setting to investigate the existence of random periodic solutions of random dynamical systems. Given that a random dynamical…