Książka Diffusion Processes and Related Problems in Analysis, Volume II V. Wihstutz

Diffusion Processes and Related Problems in Analysis, Volume II

Stochastic Flows

Język: Angielski
Oprawa: Twarda
Wydawca: Springer, Basel
Dostępność: Dostępna u dostawcy
Wysyłamy za 10-18 dni
384.20
I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium propert...

Informacje o książce

Język
Angielski
Oprawa
Książka - Twarda
Data wydania
1992
strony
346
EAN
9780817635435
Enbook ID
01398969
Wydawca
Waga
685
Wymiary
161 x 242 x 22

Pełny opis

I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium properties of stochastic flows of diffeomorphisms.- Stochastic flows on Riemannian manifolds.- II: Special Flows and Multipoint Motions.- Isotropic stochastic flows.- The existence of isometric stochastic flows for Riemannian Brownian motions.- Time-reversal of solutions of equations driven by Lévy processes.- Birth and death on a flow.- III: Infinite Dimensional Systems.- Lyapunov exponents and stochastic flows of linear and affine hereditary systems.- Convergence in distribution of Markov processes generated by i.i.d. random matrices.- IV: Invariant Measures in Real and White Noise-Driven Systems.- Remarks on ergodic theory of stochastic flows and control flows.- Stochastic bifurcation: instructive examples in dimension one.- Lyapunov exponent and rotation number of the linear harmonic oscillator.- The growth of energy of a free particle of small mass with multiplicative real noise.- V: Iterated Function Systems.- Iterated function systems and multiplicative ergodic theory.- Weak convergence and generalized stability for solutions to random dynamical systems.- Random affine iterated function systems: mixing and encoding.

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