Smooth ergodic theory of random dynamical systems /

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Bibliographic Details
Author / Creator:	Liu, Pei-Dong, 1964-
Imprint:	Berlin ; New York : Springer, ©1995.
Description:	1 online resource (xi, 221 pages).
Language:	English
Series:	Lecture notes in mathematics, 0075-8434 ; 1606 Lecture notes in mathematics (Springer-Verlag) ; 1606.
Subject:	Ergodic theory. Random dynamical systems. Stochastic differential equations. Ergodic theory. Random dynamical systems. Stochastic differential equations.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11071338

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Other authors / contributors:	Qian, Min, 1927-
ISBN:	9783540492917 3540492917 9780387600048 0387600043 9783540600046 3540600043
Notes:	Includes bibliographical references (pages 216-218) and index. Restrictions unspecified Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 digitized 2010 HathiTrust Digital Library committed to preserve Print version record.
Summary:	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.
Other form:	Print version: Liu, Pei-Dong, 1964- Smooth ergodic theory of random dynamical systems. Berlin ; New York : Springer, ©1995 3540600043

Table of Contents:

Ch. I. Entropy and Lyapunov Exponents of Random Diffeomorphisms
Ch. II. Estimation of Entropy from Above Through Lyapunov Exponents
Ch. III. Stable Invariant Manifolds of Random Diffeomorphisms
Ch. IV. Estimation of Entropy from Below Through Lyapunov Exponents
Ch. V. Stochastic Flows of Diffeomorphisms
Ch. VI. Characterization of Measures Satisfying Entropy Formula
Ch. VII. Random Perturbations of Hyperbolic Attractors
Appendix. A Margulis-Ruelle Inequality for Random Dynamical Systems.

Smooth ergodic theory of random dynamical systems /

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