Random Dynamical Systems (Springer Monographs in Mathematics)
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Book Description
This book is the first systematic presentation of the theory of dynamical systems under the influence of randomness. It includes products of random mappings as well as random and stochastic differential equations. The basic mulitplicative ergodic theorem is presented and provides a random substitute for linear algebra. On its basis random invariant manifolds are constructed, systems are simplified by smooth random coordinate transformations (random normal forms), and qualitative changes in families of random systems (random bifurcation theory) are studied. Numerous instructive examples are treated analytically or numerically. The main intention, however, is to present a reliable and rather complete source of reference which lays the foundation for future work and applications.
Book Info
Presents the first systematic presentation of the theory of random dynamical systems, i.e. of dynamical systems under the influence of some kind of randomness. The theory comprises products of random mappings as well as random & stochastic differential equations. DLC: Stochastic differential equations.
Random Dynamical Systems (Springer Monographs in Mathematics),Ludwig Arnold,Springer,3540637583,Applied,Differentiable Dynamical Systems,Differential Equations,Ergodic theory,Mathematics,Probability & Statistics - General,Random dynamical systems,Science/Mathematics,Stochastic Processes,Stochastic differential equati,Stochastic differential equations,Chaos theory,Integral equations,Kozykel,Mathematics / Statistics,cocycles,glatte Ergodentheorie,multiplicative ergodic theory,multiplikative Ergodentheorie,smooth ergodic theory,stochastic bifurcation theory,stochastische Bifurkationstheorie,zufällige dynamische Systeme
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