An Introduction to Stochastic Dynamics-(随机动力系统导论)-第42号

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An Introduction to Stochastic Dynamics-(随机动力系统导论)-第42号

An Introduction to Stochastic Dynamics-(随机动力系统导论)-第42号

作者:段金桥

开 本:16开

书号ISBN:9787030438577

定价:128.0

出版时间:2015-04-01

出版社:科学出版社


  6.3.3 cocycles and random dynamical systems
  6.3.4 examples of cocycles
  6.3.5 structural stability and stationary orbits
 6.4 linear stochastic dynamics
  6.4.1 oseledets' multiplicative ergodic theorem and lyapunov exponents"
  6.4.2 a stochastic hartman-grobman theorem
 6.5* random invariant manifolds
  6.5.1 definition of random invariant manifolds
  6.5.2 converting sdes to rdes
  6.5.3 local random pseudo-stable and pseudo-unstable manifolds
  6.5.4 local random stable, unstable and center manifolds
 6.6 problems
chapter 7 dynamical systems driven by non-gaussian levy
 motions
 7.1 modeling via stochastic differential equations with levy motions
 7.2 levy motions
  7.2.1 functions that have one-side limits
  7.2.2 levy-ito decomposition
  7.2.3 levy-khintchine formula
  7.2.4 basic properties of levy motions
 7.3 s-stable levy motions
  7.3.1 stable random variables
  7.3.2 a-stable levy motions in r1
  7.3.3 a-stable levy motion in rn
 7.4 stochastic differential equations with levy motions
  7.4.1 stochastic integration with respect to levy motions
  7.4.2 sdes with levy motions
  7.4.3 generators for sdes with levy motion
 7.5 mean exit time
  7.5.1 mean exit time for a-stable levy motion
  7.5.2 mean exit time for sdes with a-stable levy motion
 7.6 escape probability and transition phenomena
  7.6.1 balayage-dirichlet problem for escape probability
  7.6.2 escape probability for a-stable levy motion
  7.6.3 escape probability for sdes with a-stable levy motion
 7.7 fokker-planck equations
  7.7.1 fokker-planck equations in r1
  7.7.2 fokker-planck equations in rn
 7.8 problems
hints and solutions
further readings
references
index
color pictures

 

An Introduction to Stochastic Dynamics-(随机动力系统导论)-第42号

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