000			01584 a2200205 4500
999			_c53555 _d53555
008			201225b ||||| |||| 00| 0 eng d
020			_a9789810205591
082			_a519.2 _bPIN
100			_aPinsky, Mark A.
245			_aLectures on random evolution
260			_bWorld Scientific, _c1991. _aSingapore:
300			_aviii, 136 p. ; _bhb; _c23 cm.
365			_aUSD _b56.00
520			_aRandom 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.
650			_aMathematics
650			_aProbabilities & Applied Mathematics
650			_aStochastic Processes
650			_aSemigroups
942			_2ddc _cTD