Random Dynamical Systems (Springer Monographs in Mathematics)

Random Dynamical Systems (Springer Monographs in Mathematics)
Автор
 
Год
 
Страниц
 
586
ISBN
 
3540637583
Издатель
 
Springer
Категория
 
Математический анализ
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Описание:

This book is the first systematic presentation of the theory of dynamical systems under the influence of randomness. It includes products of random mappings as well as random and stochastic differential equations. The basic mulitplicative ergodic theorem is presented and provides a random substitute for linear algebra. On its basis random invariant manifolds are constructed, systems are simplified by smooth random coordinate transformations (random normal forms), and qualitative changes in families of random systems (random bifurcation theory) are studied. Numerous instructive examples are treated analytically or numerically. The main intention, however, is to present a reliable and rather complete source of reference which lays the foundation for future work and applications.

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