Diffusion Processes and Related Problems in Analysis, Volume II

Name: Diffusion Processes and Related Problems in Analysis, Volume II
Brand: Springer, Basel
SKU: 9780817635435
Price: 2187 CZK
Availability: InStock

Stochastic Flows

Autor: V. Wihstutz, M.A. Pinsky

Jazyk:

Vazba: Pevná

Vydavatel: Springer, Basel

Dostupnost: Skladem u dodavatele

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I: Diffusion Processes and General Stochastic Flows on Manifolds.- Stability and equilibrium propert...

Informace o knize

Autor

V. Wihstutz, M.A. Pinsky

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

1992

Stránek

346

EAN

9780817635435

Enbook ID

01398969

Vydavatel

Springer, Basel

Hmotnost

685

Rozměry

161 x 242 x 22

Kompletní popis

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.

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Diffusion Processes and Related Problems in Analysis, Volume II

Stochastic Flows

Informace o knize

Kompletní popis

Mohlo by vás zajímat

Zákaznicí kteří koupili tuto knihu koupili také