Random Perturbations of Dynamical Systems

Inbunden, Engelska, 2012

Av Mark I. Freidlin, Alexander D. Wentzell

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The usefulness of a joint consideration of classical theory of deterministic perturbations together with stochastic perturbations is illustrated in this section.

Produktinformation

Utgivningsdatum2012-06-07
Mått155 x 235 x 31 mm
Vikt856 g
FormatInbunden
SpråkEngelska
SerieGrundlehren der mathematischen Wissenschaften
Antal sidor460
Upplaga3
FörlagSpringer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN9783642258466
ÖversättareSzücs, J., Szucs, J.

Tillhör följande kategorier

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.

From the reviews of the third edition: "The celebrated work of Ventsel and Freidlin has proved to be a major contribution in this development, with their phenomenal text Random Perturbations of Dynamical Systems, now in its third edition, playing a unique role. ... The book under review has evolved since its first English edition was published in 1984, a translation from the Russian original of 1979. ... it will attract an ever growing population of applied mathematicians to the fascinating new frontier of stochastic dynamics." (Hong Qian and Hao Ge, SIAM Review, Vol. 55 (3), 2013)