Diffusion Processes and Related Problems in Analysis: Stochastic Flows: Vol 2

Pinsky, Mark A./ Wihstutz (Editor)

ISBN 10: 0817635432 / ISBN 13: 9780817635435

Edité par Birkhauser, 1992

A propos de cet article

1st edition. 346 pages. 9.40x6.30x0.90 inches. In Stock.

N° de réf. du vendeur x-0817635432

Détails bibliographiques

• Titre: Diffusion Processes and Related Problems in Analysis: Stochastic Flows: Vol 2
• Éditeur: Birkhauser
• Date de parution: 1992
• Langue: anglais
• ISBN à 10 chiffres: 0817635432
• ISBN à 13 chiffres: 9780817635435
• Reliure: Hardcover
• État de l'article: Brand New

A propos de ce titre

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.