ENGLISH

Random Dynamical Systems

Book information

Publisher
Springer
Year
1998
ISBN
3540637583, 9783540637585
ISSN
1439-7382
LCC
QA274.23 .A75 1998
Google Books ID
W5AY5A3S2kQC
Language
english
Format
PDF
Filesize
15 MB (15376236 bytes)
Series
Springer Monographs in Mathematics
Edition
1st.ed ,1st printing
Pages
606\606
Orientation
yes
Scanned
yes
Time added
2012-02-04 16:00:00

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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