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

Language: English

Published by Birkhauser Boston, 1992

0817635432 / 9780817635435

Series: Book 16 of 63 - Progress in Probability

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nach der Bestellung gedruckt Neuware - Printed after ordering - 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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Title
Diffusion Processes and Related Problems in Analysis : Vol.2: Stochastic Flows
Author
Mark A Pinsky
Publisher
Birkhauser Boston
Publication year
1992
Condition
Neu
Binding
Buch
Language
English
ISBN 10
0817635432
ISBN 13
9780817635435
Item weight
711 grams
Dimensions
241x160x26 mm
Series
Book 16 of 63: Progress in Probability

AHA-BUCH GmbH

Einbeck, Germany

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