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Diffusion Processes and Related Problems in Analysis, Volume II

Stochastic Flows

Jezik EngleskiEngleski
Knjiga Tvrdi uvez
Knjiga Diffusion Processes and Related Problems in Analysis, Volume II V. Wihstutz
Libristo kod: 01398969
Nakladnici Springer, Basel, studeni 1991
I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium propert... Cijeli opis
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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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Informacije o knjizi

Puni naziv Diffusion Processes and Related Problems in Analysis, Volume II
Autor V. Wihstutz, M.A. Pinsky
Jezik Engleski
Uvez Knjiga - Tvrdi uvez
Datum izdanja 1992
Broj stranica 346
EAN 9780817635435
Libristo kod 01398969
Nakladnici Springer, Basel
Težina 685
Dimenzije 161 x 242 x 22

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Differential calculus & equations
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Science: general issues
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