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Random Dynamical Systems

2013-04-17 Mathematics
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Release : 2013-04-17
Genre : Mathematics
Kind : eBook
Book Rating : 780/5 ( reviews)

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Book Synopsis Random Dynamical Systems by : Ludwig Arnold

Download or read book Random Dynamical Systems written by Ludwig Arnold. This book was released on 2013-04-17. Available in PDF, EPUB and Kindle. Book excerpt: 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

2007-01-08 Mathematics
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Release : 2007-01-08
Genre : Mathematics
Kind : eBook
Book Rating : 621/5 ( reviews)

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Book Synopsis Random Dynamical Systems by : Rabi Bhattacharya

Download or read book Random Dynamical Systems written by Rabi Bhattacharya. This book was released on 2007-01-08. Available in PDF, EPUB and Kindle. Book excerpt: 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

2017-01-31 Mathematics
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Release : 2017-01-31
Genre : Mathematics
Kind : eBook
Book Rating : 470/5 ( reviews)

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Book Synopsis Applied Nonautonomous and Random Dynamical Systems by : Tomás Caraballo

Download or read book Applied Nonautonomous and Random Dynamical Systems written by Tomás Caraballo. This book was released on 2017-01-31. Available in PDF, EPUB and Kindle. Book excerpt: 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 in Finance

2016-04-19 Business & Economics
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Release : 2016-04-19
Genre : Business & Economics
Kind : eBook
Book Rating : 194/5 ( reviews)

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Book Synopsis Random Dynamical Systems in Finance by : Anatoliy Swishchuk

Download or read book Random Dynamical Systems in Finance written by Anatoliy Swishchuk. This book was released on 2016-04-19. Available in PDF, EPUB and Kindle. Book excerpt: 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

Smooth Ergodic Theory of Random Dynamical Systems

2006-11-14 Mathematics
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Release : 2006-11-14
Genre : Mathematics
Kind : eBook
Book Rating : 917/5 ( reviews)

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Book Synopsis Smooth Ergodic Theory of Random Dynamical Systems by : Pei-Dong Liu

Download or read book Smooth Ergodic Theory of Random Dynamical Systems written by Pei-Dong Liu. This book was released on 2006-11-14. Available in PDF, EPUB and Kindle. Book excerpt: 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.

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