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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.
Author(s): Ludwig Arnold
Series: Springer Monographs in Mathematics
Edition: 2nd printing
Publisher: Springer
Year: 2010
Language: English
Commentary: High quality, based on official Springer scans
Pages: 591
Tags: Математика;Нелинейная динамика;