Title: Diffusion Processes and Related Problems in Analysis: Vol.2: Stochastic Flows (Progress in Probability)
Publisher: Birkh�user Boston
Publication Date: 1992
Language: English
ISBN 10: 0817635432
ISBN 13: 9780817635435
Binding: Hardcover
Condition: New

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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 L�vy 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

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

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