Random perturbations of dynamical systems:

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 asympto...

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Bibliographic Details
Main Authors: Frejdlin, Mark I. (Author), Wentzell, Alexander D. 1937- (Author)
Format: Book
Language:German
English
Russian
Published: Berlin [u.a.] Springer 2012
Edition:3. ed.
Series:Die Grundlehren der mathematischen Wissenschaften 260
Subjects:
Online Access:Inhaltsverzeichnis
Summary: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
Item Description:Aus dem Russ. übers.
Physical Description:XXVIII, 458 S. graph. Darst.
ISBN:9783642258466

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