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Item Details
Title: LECTURES ON RANDOM EVOLUTION
By: Mark A. Pinsky
Format: Hardback

List price: £46.00


We currently do not stock this item, please contact the publisher directly for further information.

ISBN 10: 9810205597
ISBN 13: 9789810205591
Publisher: WORLD SCIENTIFIC PUBLISHING CO PTE LTD
Pub. date: 1 August, 1991
Pages: 148
Synopsis: Random evolution denotes a class of stochastic processes which evolve according to a rule which varies in time according to jumps. This is in contrast to diffusion processes, which assume that the rule changes continuously with time. Random evolutions provide a very flexible language, having the advantage that they permit direct numerical simulation-which is not possible for a diffusion process. Furthermore, they allow connections with hyperbolic partial differential equations and the kinetic theory of gases, which is impossible within the domain of diffusion proceses. They also posses great geometric invariance, allowing formulation on an arbitrary Riemannian manifold. In the field of stochastic stability, random evolutions furnish some easily computable models in which to study the Lyapunov exponent and rotation numbers of oscillators under the influence of noise. This monograph presents the various aspects of random evolution in an accessible and interesting format which will appeal to a large scientific audience.
Publication: Singapore
Imprint: World Scientific Publishing Co Pte Ltd
Returns: Returnable
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GEOMETRY OF RANDOM MOTION (PB)
INTRODUCTION TO FOURIER ANALYSIS AND WAVELETS (HB)
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INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS WITH MATHEMATICA (PB)
INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS WITH MATHEMATICA (R) (PB)
PARTIAL DIFFERENTIAL EQUATIONS AND BOUNDARY-VALUE PROBLEMS WITH APPLICATIONS (HB)
PROBABILISTIC METHODS IN DIFFERENTIAL EQUATIONS (PB)
PROBABILITY, GEOMETRY AND INTEGRABLE SYSTEMS (HB)
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STOCHASTIC ANALYSIS (HB)
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STOCHASTIC ANALYSIS AND PARTIAL DIFFERENTIAL EQUATIONS (PB)

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