collaborators

1 paper

math.PR2018

Fréchet differentiable drift dependence of Perron--Frobenius and Koopman operators for non-deterministic dynamics

Péter Koltai, Han Cheng Lie, Martin Plonka

We consider Perron-Frobenius and Koopman operators associated to time-inhomogeneous ordinary stochastic differential equations, and establish their Fréchet differentiability with r…