Skip to main content
SpringerLink
Log in
Birkhäuser

Diffusion Processes and Related Problems in Analysis, Volume II

Stochastic Flows

  • Book
  • © 1992

Overview

Editors:
  1. Mark A. Pinsky

    1. Department of Mathematics, Northwestern University, Evanston, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

  2. Volker Wihstutz

    1. Department of Mathematics, University of North Carolina, Charlotte, USA

    View editor publications

    You can also search for this editor in PubMed   Google Scholar

Part of the book series: Progress in Probability (PRPR, volume 27)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (15 chapters)

  1. Front Matter

    Pages i-ix
    Download chapter PDF

  2. Diffusion Processes and General Stochastic Flows on Manifolds

    1. Front Matter

      Pages 1-1
      Download chapter PDF

    2. Stability and Equilibrium Properties of Stochastic Flows of Diffeomorphisms

      • Peter H. Baxendale
      Pages 3-35

    3. Stochastic Flows on Riemannian Manifolds

      • K. D. Elworthy
      Pages 37-72

  3. Special Flows and Multipoint Motions

    1. Front Matter

      Pages 73-73
      Download chapter PDF

    2. Isotropic Stochastic Flows: A Survey

      • R. W. R. Darling
      Pages 75-94

    3. The Existence of Isometric Stochastic Flows for Riemannian Brownian Motions

      • Ming Liao
      Pages 95-109

    4. Time Reversal of Solutions of Equations Driven by Lévy Processes

      • P. Sundar
      Pages 111-119

    5. Birth and Death on a Flow

      • Erhan Çinlar, John S. Kao
      Pages 121-137

  4. Infinite Dimensional Systems

    1. Front Matter

      Pages 139-139
      Download chapter PDF

    2. Lyapunov Exponents and Stochastic Flows of Linear and Affine Hereditary Systems

      • Salah-Eldin A. Mohammed
      Pages 141-169

    3. Convergence in Distribution of a Markov Process Generated by I.I.D. Random Matrices

      • Arunava Mukherjea
      Pages 171-200

  5. Invariant Measures in Real and White Noise-Driven Systems

    1. Front Matter

      Pages 201-201
      Download chapter PDF

    2. Remarks on Ergodic Theory of Stochastic Flows and Control Flows

      • Fritz Colonius, Wolfgang Kliemann
      Pages 203-239

    3. Stochastic bifurcation: instructive examples in dimension one

      • Ludwig Arnold, Petra Boxler
      Pages 241-255

    4. Lyapunov exponent and rotation number of the linear harmonic oscillator

      • Mark A. Pinsky
      Pages 257-267

    5. The growth of energy of a free particle of small mass with multiplicative real noise

      • Volker Wihstutz
      Pages 269-280

  6. Iterated Function Systems

    1. Front Matter

      Pages 281-281
      Download chapter PDF

    2. Iterated Function Systems and Multiplicative Ergodic Theory

      • Ludwig Arnold, Hans Crauel
      Pages 283-305

    3. Weak Convergence and Generalized Stability for Solutions to Random Dynamical Systems

      • John Elton, Jelel Ezzine
      Pages 307-314
Back to top

Keywords

About this book

During the weekend of March 16-18, 1990 the University of North Carolina at Charlotte hosted a conference on the subject of stochastic flows, as part of a Special Activity Month in the Department of Mathematics. This conference was supported jointly by a National Science Foundation grant and by the University of North Carolina at Charlotte. Originally conceived as a regional conference for researchers in the Southeastern United States, the conference eventually drew participation from both coasts of the U. S. and from abroad. This broad-based par­ ticipation reflects a growing interest in the viewpoint of stochastic flows, particularly in probability theory and more generally in mathematics as a whole. While the theory of deterministic flows can be considered classical, the stochastic counterpart has only been developed in the past decade, through the efforts of Harris, Kunita, Elworthy, Baxendale and others. Much of this work was done in close connection with the theory of diffusion processes, where dynamical systems implicitly enter probability theory by means of stochastic differential equations. In this regard, the Charlotte conference served as a natural outgrowth of the Conference on Diffusion Processes, held at Northwestern University, Evanston Illinois in October 1989, the proceedings of which has now been published as Volume I of the current series. Due to this natural flow of ideas, and with the assistance and support of the Editorial Board, it was decided to organize the present two-volume effort.

Editors and Affiliations

  • Department of Mathematics, Northwestern University, Evanston, USA

    Mark A. Pinsky

  • Department of Mathematics, University of North Carolina, Charlotte, USA

    Volker Wihstutz

Bibliographic Information

  • Book Title: Diffusion Processes and Related Problems in Analysis, Volume II

  • Book Subtitle: Stochastic Flows

  • Editors: Mark A. Pinsky, Volker Wihstutz

  • Series Title: Progress in Probability

  • DOI: https://doi.org/10.1007/978-1-4612-0389-6

  • Publisher: Birkhäuser Boston, MA

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 1992

  • Hardcover ISBN: 978-0-8176-3543-5Published: 07 February 1992

  • Softcover ISBN: 978-1-4612-6739-3Published: 24 October 2012

  • eBook ISBN: 978-1-4612-0389-6Published: 06 December 2012

  • Series ISSN: 1050-6977

  • Series E-ISSN: 2297-0428

  • Edition Number: 1

  • Number of Pages: IX, 346

  • Topics: Probability Theory and Stochastic Processes, Partial Differential Equations, Applications of Mathematics

Publish with us

Policies and ethics

Back to top

Search

Navigation