Local Lyapunov exponents : sublimiting growth rates of linear random differential equations
Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations. Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-int...
Gorde:
| Egile nagusia: | |
|---|---|
| Formatua: | Livre numérique |
| Hizkuntza: | Anglais |
| Argitaratua: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edizioa: | 1st ed. 2009. |
| Saila: | Lecture Notes in Mathematics
1963 |
| Gaiak: | |
| Sarrera elektronikoa: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Oharra: |
Description d'apès consultation du 19 janvier 2012 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Local Lyapunov exponents, sublimiting growth rates of linear random differential equations, Wolfgang Siegert, Berlin, Springer, 2009, 1 vol. (IX-254 p.), Lecture notes in mathematics, 978-3-540-85963-5 • Local Lyapunov Exponents, Texte imprimé, 9783540873754 • Local Lyapunov exponents, sublimiting growth rates of linear random differential equations, Wolfgang Siegert, Berlin, Springer, 2009, 1 vol. (IX-254 p.), Lecture notes in mathematics, 978-3-540-85963-5 |
Aurkibidea:
- Linear differential systems with parameter excitation Locality and time scales of the underlying non-degenerate stochastic system: Freidlin-Wentzell theory Exit probabilities for degenerate systems Local Lyapunov exponents