Diffusion Processes and Related Problems in Analysis: Stochastic Flows (2) - Couverture rigide

Prinsky, M.

Couverture rigide

ISBN 10 : 0817635432 ISBN 13 : 9780817635435

Editeur : Birkhauser Boston Inc, 1992

Synopsis

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.

Détails de l'édition

• Éditeur: Birkhauser Boston Inc
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 0817635432
• ISBN 13: 9780817635435
• Reliure: Relié
• Nombre de pages: 346
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible