ENGLISH

Random Dynamical Systems

Book information

Publisher
Springer
Year
2010
ISBN
3642083552, 9783642083556
Language
english
Format
DJVU
Filesize
12 MB (12805155 bytes)
Series
Springer Monographs in Mathematics
Edition
2nd printing
Pages
591\591
DPI
600
Time added
2015-11-18 05:34:07

Description

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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