Abstract. An important approach to establishing stochastic be-havior of dynamical systems is based on the study of systems ex-panding a foliation and of measures having smooth densities along the leaves of this foliation [44, 46, 38]. We review recent results on this subject and present some extensions and open questions. Dedicated to Yakov Sinai on the occasion of his 70th birthday. 1. Introduction. The study of statistical properties of dynamical systems constitutes an important branch of smooth ergodic theory. A central role in such studies is played by Sinai-Ruelle-Bowen (SRB) measures. To define them let f be a smooth diffeomorphism of a smooth compact manifol
Abstract. The purpose of this paper is to study statistical properties of some al-most expanding dyn...
Given a discrete dynamical system T, one can ask what the time average of the system will be, that i...
Abstract. We present new developments on the statistical properties of chaotic dynamical systems. We...
This is a slightly expanded version of the text of a lecture I gave in a conference at Rutgers Unive...
This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic sys...
Abstract. Almost hyperbolic systems are smooth dynamical systems that are hyperbolic everywhere exce...
Under certain conditions a many-to-one transformation of the unit interval into itself possesses a f...
In many applications it is useful to consider not only the set that constitutes an attractor but als...
In many applications it is useful to consider not only the set that constitutes an attractor but als...
AbstractIn this paper, we consider fluctuations between certain stochastic ordinary differential sys...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
We studied invariant measures and invariant densities for dynamical systems with random switching (s...
We consider zero-noise limits of random perturbations of dynamical systems and examine, in terms of ...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We present a general strategy for proving ergodicity for stochastically forced nonlinear dissipative...
Abstract. The purpose of this paper is to study statistical properties of some al-most expanding dyn...
Given a discrete dynamical system T, one can ask what the time average of the system will be, that i...
Abstract. We present new developments on the statistical properties of chaotic dynamical systems. We...
This is a slightly expanded version of the text of a lecture I gave in a conference at Rutgers Unive...
This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic sys...
Abstract. Almost hyperbolic systems are smooth dynamical systems that are hyperbolic everywhere exce...
Under certain conditions a many-to-one transformation of the unit interval into itself possesses a f...
In many applications it is useful to consider not only the set that constitutes an attractor but als...
In many applications it is useful to consider not only the set that constitutes an attractor but als...
AbstractIn this paper, we consider fluctuations between certain stochastic ordinary differential sys...
We prove a stochastic averaging theorem for stochastic differential equations in which the slow and ...
We studied invariant measures and invariant densities for dynamical systems with random switching (s...
We consider zero-noise limits of random perturbations of dynamical systems and examine, in terms of ...
We survey an area of recent development, relating dynamics to theoretical computer science. We disc...
We present a general strategy for proving ergodicity for stochastically forced nonlinear dissipative...
Abstract. The purpose of this paper is to study statistical properties of some al-most expanding dyn...
Given a discrete dynamical system T, one can ask what the time average of the system will be, that i...
Abstract. We present new developments on the statistical properties of chaotic dynamical systems. We...