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...