Random Dynamical Systems
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Random Dynamical Systems
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Author : Ludwig Arnold
language : en
Publisher:
Release Date : 2014-01-15
Random Dynamical Systems written by Ludwig Arnold and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.
Random Dynamical Systems
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Author : Ludwig Arnold
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Random Dynamical Systems written by Ludwig Arnold and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
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.
Random Dynamical Systems
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Author : Rabi Bhattacharya
language : en
Publisher: Cambridge University Press
Release Date : 2007-01-08
Random Dynamical Systems written by Rabi Bhattacharya and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-01-08 with Mathematics categories.
This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. With examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research.
Applied Nonautonomous And Random Dynamical Systems
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Author : Tomás Caraballo
language : en
Publisher: Springer
Release Date : 2017-01-31
Applied Nonautonomous And Random Dynamical Systems written by Tomás Caraballo and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-31 with Mathematics categories.
This book offers an introduction to the theory of non-autonomous and stochastic dynamical systems, with a focus on the importance of the theory in the Applied Sciences. It starts by discussing the basic concepts from the theory of autonomous dynamical systems, which are easier to understand and can be used as the motivation for the non-autonomous and stochastic situations. The book subsequently establishes a framework for non-autonomous dynamical systems, and in particular describes the various approaches currently available for analysing the long-term behaviour of non-autonomous problems. Here, the major focus is on the novel theory of pullback attractors, which is still under development. In turn, the third part represents the main body of the book, introducing the theory of random dynamical systems and random attractors and revealing how it may be a suitable candidate for handling realistic models with stochasticity. A discussion of future research directions serves to round out the coverage.
Random Dynamical Systems
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Author : Rabindra Nath Bhattacharya
language : en
Publisher:
Release Date : 2007
Random Dynamical Systems written by Rabindra Nath Bhattacharya and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007 with Random dynamical systems categories.
This treatment provides an exposition of discrete time dynamic processes evolving over an infinite horizon. Chapter 1 reviews some mathematical results from the theory of deterministic dynamical systems, with particular emphasis on applications to economics. The theory of irreducible Markov processes, especially Markov chains, is surveyed in Chapter 2. Equilibrium and long run stability of a dynamical system in which the law of motion is subject to random perturbations is the central theme of Chapters 3-5. A unified account of relatively recent results, exploiting splitting and contractions, that have found applications in many contexts is presented in detail. Chapter 6 explains how a random dynamical system may emerge from a class of dynamic programming problems. with examples and exercises, readers are guided from basic theory to the frontier of applied mathematical research.
Random Dynamical Systems In Finance
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Author : Anatoliy Swishchuk
language : en
Publisher: CRC Press
Release Date : 2016-04-19
Random Dynamical Systems In Finance written by Anatoliy Swishchuk and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-04-19 with Business & Economics categories.
The theory and applications of random dynamical systems (RDS) are at the cutting edge of research in mathematics and economics, particularly in modeling the long-run evolution of economic systems subject to exogenous random shocks. Despite this interest, there are no books available that solely focus on RDS in finance and economics. Exploring this
Topological Dynamics Of Random Dynamical Systems
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Author : Nguyen Dinh Cong
language : en
Publisher: Oxford University Press
Release Date : 1997
Topological Dynamics Of Random Dynamical Systems written by Nguyen Dinh Cong and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with Mathematics categories.
This book is the first systematic treatment of the theory of topological dynamics of random dynamical systems. A relatively new field, the theory of random dynamical systems unites and develops the classical deterministic theory of dynamical systems and probability theory, finding numerous applications in disciplines ranging from physics and biology to engineering, finance and economics. This book presents in detail the solutions to the most fundamental problems of topological dynamics: linearization of nonlinear smooth systems, classification, and structural stability of linear hyperbolic systems. Employing the tools and methods of algebraic ergodic theory, the theory presented in the book has surprisingly beautiful results showing the richness of random dynamical systems as well as giving a gentle generalization of the classical deterministic theory.
Monotone Random Systems Theory And Applications
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Author : Igor Chueshov
language : en
Publisher: Springer
Release Date : 2004-10-11
Monotone Random Systems Theory And Applications written by Igor Chueshov and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004-10-11 with Mathematics categories.
The aim of this book is to present a recently developed approach suitable for investigating a variety of qualitative aspects of order-preserving random dynamical systems and to give the background for further development of the theory. The main objects considered are equilibria and attractors. The effectiveness of this approach is demonstrated by analysing the long-time behaviour of some classes of random and stochastic ordinary differential equations which arise in many applications.
Smooth Ergodic Theory Of Random Dynamical Systems
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Author : Pei-Dong Liu
language : en
Publisher: Springer
Release Date : 2006-11-14
Smooth Ergodic Theory Of Random Dynamical Systems written by Pei-Dong Liu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-11-14 with Mathematics categories.
This book studies ergodic-theoretic aspects of random dynam- ical systems, i.e. of deterministic systems with noise. It aims to present a systematic treatment of a series of recent results concerning invariant measures, entropy and Lyapunov exponents of such systems, and can be viewed as an update of Kifer's book. An entropy formula of Pesin's type occupies the central part. The introduction of relation numbers (ch.2) is original and most methods involved in the book are canonical in dynamical systems or measure theory. The book is intended for people interested in noise-perturbed dynam- ical systems, and can pave the way to further study of the subject. Reasonable knowledge of differential geometry, measure theory, ergodic theory, dynamical systems and preferably random processes is assumed.
Smooth Ergodic Theory Of Random Dynamical Systems
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Author : Pei-Dong Liu
language : en
Publisher:
Release Date : 2014-01-15
Smooth Ergodic Theory Of Random Dynamical Systems written by Pei-Dong Liu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-01-15 with categories.