Random perturbations of dynamical systems
by M. I. Freĭdlin
This volume is concerned with various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems, especially with the long-time behavior of the perturbed system. In particular, exit problems, metastable states, optimal stabilization, and asymptotics of stationary distributions are also carefully considered.
The authors' main tools are the large deviation theory the centred limit theorem for stochastic processes, and the averaging principle - all presented in great detail. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system.
Most of the results are closely connected with PDEs, and the authors' approach presents a powerful method for studying the asymptotic behavior of the solutions of initial-boundary value problems for corresponding PDEs.
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| Edition | Availability |
|---|---|
1
Random perturbations of dynamical systems
1998, Springer
in English
- 2nd ed.
0387983627 9780387983622
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2
Random perturbations of dynamical systems
1984, Springer-Verlag
in English and Russian
0387908587 9780387908588
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Book Details
Edition Notes
Bibliography: p. [315]-323.
Based on Russian ed. of: Fluktuat͡s︡ii v dinamicheskikh sistemakh pod deĭstviem malykh sluchaĭnykh vozmushcheniĭ / A.D. Ventt͡s︡elʹ. 1979.
Includes index.
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