Random Dynamical Systems

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  • Random Dynamical Systems Book Detail

  • Author : Ludwig Arnold
  • Release Date : 2013-04-17
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 590
  • ISBN 13 : 3662128780
  • File Size : 76,76 MB

Random Dynamical Systems by Ludwig Arnold PDF Summary

Book 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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The first systematic presentation of the theory of dynamical systems under the influence of randomness, this book includes products of random mappings as well a

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The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the lon