Random Dynamical Systems (Springer Monographs in Mathematics)

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9783540637585: Random Dynamical Systems (Springer Monographs in Mathematics)
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"Ludwig Arnold's monograph is going to make a very big impact for many years to come."
DMV Jahresbericht, 103. Band, Heft 2, July 2001

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The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well as random and stochastic differential equations. The basic multiplicative ergodic theorem is presented, providing a random substitute for linear algebra. On its basis, many applications are detailed. Numerous instructive examples are treated analytically or numerically.

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Arnold, Ludwig
Verlag: Springer-Verlag Gmbh Jan 1998 (1998)
ISBN 10: 3540637583 ISBN 13: 9783540637585
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Buchbeschreibung Springer-Verlag Gmbh Jan 1998, 1998. Buch. Buchzustand: Neu. 23.5x15.5x cm. Neuware - 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 stochasticdifferential 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. 586 pp. Deutsch. Artikel-Nr. 9783540637585

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