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Random perturbations of dynamical systems

Author: Mark Iosifovitch Freïdline; A D Wentzell; Joseph Szücs
Publisher: New York : Springer, cop. 1998.
Series: Grundlehren der mathematischen Wissenschaften, 260.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

Deals with a different kind of limit theorem for stochastic processes defined as a result of random perturbations of dynamical systems. This work talks about the large deviation theory, the central  Read more...

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Document Type: Book
All Authors / Contributors: Mark Iosifovitch Freïdline; A D Wentzell; Joseph Szücs
ISBN: 0387983627 9780387983622
OCLC Number: 490414884
Notes: [Based on the] original Russian edition: Fluktuat︠s︡ii v dinamicheskikh sistemakh pod deĭstviem malykh sluchaĭnykh vozmushcheniĭ, Nauka : Moscow, 1979 -- T.p. verso.
Description: 1 v. (XI-430 p.) : fig. ; 24 cm.
Contents: 1: Random Perturbations. 2: Small Random Perturbations on a Finite Time Interval. 3: Action Functional. 4: Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point. 5: Perturbations Leading to Markov Processes. 6: Markov Perturbations on Large Time Intervals. 7: The Averaging Principle. Fluctuations in Dynamical Systems with Averaging. 8: Random Perturbations of Hamiltonian Systems. 9: Stability Under Random Perturbations. 10: Sharpenings and Generalizations.
Series Title: Grundlehren der mathematischen Wissenschaften, 260.
Responsibility: M.I. Freidlin, A.D. Wentzell ; translated by Joseph Szücs.

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Second Edition M.I. Freidlin; A.D. Wentzell; and J. Szucs Random Perturbations of Dynamical Systems "A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed Read more...

 
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