Stochastic Dynamics - Hardcover

Hardcover

ISBN 10: 0387985123 ISBN 13: 9780387985121

Publisher: Springer-Verlag New York Inc., 1999

Synopsis

Focusing on the mathematical description of stochastic dynamics in discrete as well as in continuous time, this book investigates such dynamical phenomena as perturbations, bifurcations and chaos. It also introduces new ideas for the exploration of infinite dimensional systems, in particular stochastic partial differential equations. Example applications are presented from biology, chemistry and engineering, while describing numerical treatments of stochastic systems.

About this title

Synopsis

This volume gives an account of new and recent developments in the theory of random and, in particular, stochastic dynamical systems. Its purpose is to document and, to some extent, summarise the current state of the field of random dynamical systems beyond the recent monograph, "Random Dynamical Systems" by Ludwig Arnold. The book is intended for an audience of researchers and graduate students from stochastics as well as dynamics. It contains carefully refereed contributions from experts in the field, chosen such that a consistent picture can be given. Recent results on stochastic bifurcation, hyperbolic systems, numerics and asymptotics, more general driving processes for stochastic differential equations, and stochastic analysis on infinite-dimensional manifolds are presented in a comprehensible manner. Several new and exciting insights int o the unexpected variety of dynamical behaviours resulting from the influence of stochastic perturbations are conveyed to the reader.

Edition details

• Publisher: Springer-Verlag New York Inc.
• Publication date: 1999
• Language: English
• ISBN 10: 0387985123
• ISBN 13: 9780387985121
• Binding: Hardcover
• Number of pages: 467
• Editor: Crauel Hans, Gundlach Matthias