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Since the publication of the first edition of the present volume in 1980, the stochastic stability of differential equations has become a very popular subject of research in mathematics and engineering. To date exact formulas for the Lyapunov exponent, the criteria for the momen…
The contributors to this volume write a series of articles outlining contemporary advances in a number of key areas of mathematical finance such as, optimal control theory applied to finance, interest rate models, credit risk and credit derivatives, use of alternative stochastic…
Random dynamical systems
by Arnold, Ludwig, mathématicien
fromSpringer Monographs in Mathematics
0
Type: Book
This monograph is a systematic presentation of the theory of dynamical systems under the influence of randomness. It includes products of random mappings as well as random and stochastic differential equations.
