BeschreibungThis volume gives an account of new and recent developments in the theory of random and, in particular, stochastic dynamical systems. Its purpose is to document and, to some extent, summarise the current state of the field of random dynamical systems beyond the recent monograph, "Random Dynamical Systems" by Ludwig Arnold. The book is intended for an audience of researchers and graduate students from stochastics as well as dynamics. It contains carefully refereed contributions from experts in the field, chosen such that a consistent picture can be given. Recent results on stochastic bifurcation, hyperbolic systems, numerics and asymptotics, more general driving processes for stochastic differential equations, and stochastic analysis on infinite-dimensional manifolds are presented in a comprehensible manner. Several new and exciting insights int o the unexpected variety of dynamical behaviours resulting from the influence of stochastic perturbations are conveyed to the reader.
InhaltsverzeichnisStability Along Trajectories at a Stochastic Bifurcation Point.
Bifurcations of One-Dimensional Stochastic Differential Equations.
P-Bifurcations in the Noisy Duffing-van der Pol Equation.
The Stochastic Brusselator: Parametric Noise Destroys Hoft Bifurcation.
Numerical Approximation of Random Attractors.
Random Hyperbolic Systems.
Some Questions in Random Dynamical Systems Involving Real Noise Processes.
Topological, Smooth, and Control Techniques for Perturbed Systems.
Perturbation Methods for Lyapunov Exponents.
The Lyapunov Exponent of the Euler Scheme for Stochastic Differential Equations.
Towards a Theory of Random Numerical Dynamics.
Canonical Stochastic Differential Equations based on Lévy Processes and Their Supports.
On the Link Between Fractional and Stochastic Calculus.
Asymptotic Curvature for Stochastic Dynamical Systems.
Stochastic Analysis on (Infinite-Dimensional) Product Manifolds.
Evolutionary Dynamics in Random Environments.
Microscopic and Mezoscopic Models for Mass Distributions.
Untertitel: 1999. Auflage. Book. Sprache: Englisch.
Erscheinungsdatum: März 1999
Seitenanzahl: 472 Seiten