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πŸ“

Random Dynamical Systems

✍ Scribed by Ludwig Arnold


Publisher
Springer
Year
1998
Tongue
English
Leaves
300
Series
Springer Monographs in Mathematics
Category
Library

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✦ Synopsis


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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