Random Dynamical Systems

Ludwig Arnold

Random Dynamical Systems
Format
Paperback
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Country
Germany
Published
15 December 2010
Pages
586
ISBN
9783642083556

Random Dynamical Systems

Ludwig Arnold

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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 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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