Random Dynamical Systems
- ISBN-10
- 3662128780
- ISBN-13
- 9783662128787
- Category
- Mathematics
- Pages
- 586
- Language
- English
- Published
- 2013-04-17
- Publisher
- Springer Science & Business Media
- Author
- Ludwig Arnold
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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