Random Perturbations of Dynamical Systems
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Beschreibung
***preliminary version*** This volume is concerned with a different kind of limit theorem for stochastic processes defined as a result of random perturbations of dynamical systems; and in particular with the long-time behavior of the perturbed system. The most essential additions and changes in this new edition concern the averaging principle. A new chapter on random perturbations of Hamiltonian systems has been added along with new results on fast oscillating perturbations of systems with conservation laws.
Autor*in
Mark I. Freidlin
Themen in »Random Perturbations of Dynamical Systems«
Boundary value problem Markov process Power dynamical systems stochastic processes
Stimmen zu »Random Perturbations of Dynamical Systems«
Second Edition
M.I. Freidlin; A.D. Wentzell; and J. Szücs
Random Perturbations of Dynamical Systems
"A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."—ZENTRALBLATT MATH
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