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Diffusion Processes and Related Problems in Analysis: Vol.2: Stochastic Flows

Contributor(s): Pinsky (Author), Wihstutz (Author), Pinsky, Mark A (Author), Northwestern University (Evanston Ill ) (Author), Wihstutz, V (Editor), Pinsky, M A (Editor)

ISBN: 9780817635435

Publisher: Birkhauser

Hardcover
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Pub Date: February 1, 1992

Dewey: 519.2

LCCN: 90-47081

Lexile Code: 0000

Features: Illustrated

Target Age Group: NA to NA

Physical Info: 0.81" H x 9.21" L x 6.14" W ( 1.51 lbs) 364 pages

Series: Progress in Probability

Descriptions, Reviews, etc.

Description: 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.

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