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Random perturbations of dynamical systems / Mark I. Freidlin, Alexander D. Wentzell ; translated by Joseph Szücs.

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Author/Creator:
Freĭdlin, M. I. (Mark Iosifovich)
Language:
English.
Publication date:
2012
Imprint:
3rd ed. - Heidelberg ; New York : Springer, c2012.
Format:
  • Book
  • xxviii, 458 p. : ill ; 25 cm.
Note:
"The first edition of this book was published in 1979 in Russian"--Pref. to 2nd. ed.
Bibliography:
Includes bibliographical references (p. 441-455) and index.
Contents:
  • Preface to the third edition
  • Preface to the second edition
  • Preface
  • Contents
  • Introduction
  • Random perturbations
  • Small random perturbations on a finite time interval
  • Action functional
  • Gaussian perturbations of dynamical systems. Neighborhood of an equilibrium point
  • Perturbations leading to Markov Processes
  • Markov perturbations on large time intervals
  • The averaging principle. Fluctuations in dynamical systems with averaging
  • Random perturbations of Hamiltonian Systems
  • The multidimensional case
  • Stability under random perturbations
  • Sharpenings and generalizations.
Contributor:
Wentzell, Alexander D.
Series:
Grundlehren der mathematischen Wissenschaften : a series of comprehensive studies in mathematics, 0072-7830 ; 260
Grundlehren der mathematischen Wissenschaften ; 260.
Subjects:
ISBN:
9783642258466
3642258468

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