Random Dynamical Systems 随机动力系统.pdf

LUDWIG ARNOLD c -- .c Q.. fa ~ en o c o , Springer Springer Monographs in Mathematics Springer Berlin Heidelberg New York Hong Kong London Milan Paris Tokyo Ludwig Arnold Random Dynamical Systems With 40 Figures i Springer Ludwig Arnold Universitat Bremen Institut fUr Dynamische Systeme Postfach 33 04 40 D·28334 Bremen. Germany e·mail: ..rnold@math.uni·bremen.de Ubrary of Congress Cataloging.in-Publication-Data Arnold,L.(Ludwig),1937- Random dynamical systems I Ludwig Arnold. p.cm.-- (Springer monographs in mathematics) Includes bibliographical references and index. ISBN 3-540-63758-3 (hardcover: alk. pa~r) l.Stochastic differential equations. 2. Differentiable dynamical systems. 3. Ergodic theory. I. Title. II. Series QA174.23.A75 J998 SI9.1--dcll 98-27207 CIP Mathematics Subject Classification (1991): 34F05, 60H 10,93E03 ISBN 3-540-63758-3 Springer-Verlag Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is con