Smooth Ergodic Theory of Random Dynamical Systems

ISBN-13: 9783540600046 / Angielski / Miękka / 1995 / 228 str.

Pei-Dong Liu; Min Qian

Opis

This text studies ergodic-theoretic aspects of random dynamical systems, for example, 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.

Spis treści

Preliminaries.- Entropy and Lyapunov exponents of random diffeomorphisms.- Estimation of entropy from above through Lyapunov exponents.- Stable invariant manifolds of random diffeomorphisms.- Estimation of entropy from below through Lyapunov exponents.- Stochastic flows of diffeomorphisms.- Characterization of measures satisfying entropy formula.- Random perturbations of hyperbolic attractors.