Random Perturbations of Dynamical Systems (Paperback) (ISBN-13: 9783642446870)

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: 3642446876
ISBN-13: 9783642446870
Publisher: Springer
Language: English
Published: 06/11/2014
Pages: 460
Format: Paperback
Weight: 1.49lbs
Size: 9.21h x 6.14w x 0.98d