Random Perturbations of Dynamical Systems

by Alexander D. Wentzell, Mark I. Freidlin, A.D. Wentzell

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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. The Multidimensional Case.- 10.Stability Under Random Perturbations.- 11.Sharpenings and Generalizations.- References.- Index.

Format:Paperback

Language:English

ISBN:3642446876

ISBN13:9783642446870

Release Date:June 2014

Publisher:Springer

Length:460 Pages

Weight:1.49 lbs.

Dimensions:1.0" x 6.1" x 9.2"

Related Subjects

Math Mathematics Science & Math

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