Non uniform expansion and additive noise imply random horseshoe
Jeroen S.W. Lamb, Giuseppe Tenaglia, Dmitry Turaev

TL;DR
This paper introduces the concept of a random horseshoe in non-uniformly expanding random dynamical systems with additive noise and proves their density, advancing understanding of complex stochastic dynamics.
Contribution
It defines the notion of a random horseshoe and establishes their density in certain non-uniformly expanding systems with noise, a novel theoretical development.
Findings
Random horseshoes are dense in the considered systems.
The work extends classical dynamical systems theory to stochastic settings.
Provides a new framework for analyzing randomness in complex systems.
Abstract
We propose a notion of random horseshoe and prove density of random horseshoes for non uniformly expanding random dynamical systems with additive noise
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Taxonomy
TopicsFinancial Risk and Volatility Modeling · Risk and Portfolio Optimization
