Random Perturbations of Dynamical Systems (Hardcover) (ISBN-13: 9783642258466)

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.

Author: Mark I. Freidlin, Alexander D. Wentzell
ISBN-10: 3642258468
ISBN-13: 9783642258466
Publisher: Springer
Language: English
Published: 06/07/2012
Pages: 460
Format: Hardcover
Weight: 1.75lbs
Size: 9.20h x 6.10w x 1.20d