Random Perturbations of Dynamical Systems

• Main Authors: Freidlin, Mark I. (Author), Wentzell, Alexander D. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2012.
• Edition: 3rd ed. 2012.
• Series: Grundlehren der mathematischen Wissenschaften, A Series of Comprehensive Studies in Mathematics, 260
• Subjects: Mathematics.; Probabilities.; Probability Theory and Stochastic Processes.

Many notions and results presented in the previous editions of this volume have since become quite popular in applications, and many of them have been “rediscovered” in applied papers.   In the present 3rd edition small changes were made to the chapters in which long-time behavior of the perturbed s...

Table of Contents:

• 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.