Items related to Diffusion Processes and Related Problems in Analysis:...

Diffusion Processes and Related Problems in Analysis: Stochastic Flows: 22 (Progress in Probability) - Hardcover

Book 15 of 62: Progress in Probability
 
9780817635435: Diffusion Processes and Related Problems in Analysis: Stochastic Flows: 22 (Progress in Probability)
Hardcover
ISBN 10: 0817635432 ISBN 13: 9780817635435
Publisher: Birkhauser Boston Inc, 1992

Synopsis

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.

"synopsis" may belong to another edition of this title.

Synopsis

A technical, but not specialized, presentation of stochastic flows for the general scientific community, in 15 reviewed papers from an international conference in Charlotte, North Carolina, March 1990. The broad topics cover general stochastic flows on manifolds, special flows and multipoint motions, infinite dimensional systems, invariant measures

"About this title" may belong to another edition of this title.

Publisher
Birkhauser Boston Inc
Publication date
1992
Language
English
ISBN 10 
0817635432
ISBN 13 
9780817635435
Binding
Hardcover
Number of pages
346
Editor
Wihstutz V., Pinsky M.A.