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RANDOM DYNAMICAL SYSTEMS (Springer Monographs in Mathematics) By LUDWIG ARNOLD: 586 pp., £57.50, ISBN 3 540 63758 3 (Springer, 1998). STOCHASTIC DYNAMICS Edited by HANS CRAUEL and MATTHIAS GUNDLACH: 440 pp., £49.50, ISBN 0 387 98512 3 (Springer, 1999).
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- Bulletin of the London Mathematical Society / Volume 32 / Issue 4 / July 2000
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- 01 July 2000, pp. 493-512
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- July 2000
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ERGODICITY FOR INFINITE DIMENSIONAL SYSTEMS (London Mathematical Society Lecture Note Series 229) By G. Da Prato and J. Zabczyk: 339 pp., £29.95, LMS Members' price £22.47, ISBN 0 521 57900 7 (Cambridge University Press, 1996).
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- Bulletin of the London Mathematical Society / Volume 29 / Issue 6 / November 1997
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- 01 November 1997, pp. 754-767
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- November 1997
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CHAPTER I - PRELIMINARIES AND NOTATION
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CHAPTER VI - STOCHASTIC INTEGRAL EQUATIONS
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CHAPTER V - THE CHANGE OF VARIABLE FORMULA
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CHAPTER II - KOLMOGOROV'S THEOREM, TOTOKI'S THEOREM, AND BROWNIAN MOTION
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Contents
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APPENDIX B - SOME DIFFERENTIAL GEOMETRY USING THE FRAME BUNDLE
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CHAPTER IX - DIFFUSIONS
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Frontmatter
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INDEX
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CHAPTER III - THE INTEGRAL: ESTIMATES AND EXISTENCE
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PREFACE
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Stochastic Differential Equations on Manifolds
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CHAPTER VII - STOCHASTIC DIFFERENTIAL EQUATIONS ON MANIFOLDS
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Notation and Abbreviations
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APPENDIX A - MANIFOLDS AND FIBRE BUNDLES
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REFERENCES
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CHAPTER VIII - REGULARITY
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APPENDIX C - SOME MEASURE THEORETIC TECHNICALITIES
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