Random perturbations of dynamical systems
by M. I. Freĭdlin
- 0 Want to read
- 0 Currently reading
- 0 Have read
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.
Check nearby libraries
Buy this book
Previews available in: English
| Edition | Availability |
|---|---|
1
Random perturbations of dynamical systems
1998, Springer
in English
- 2nd ed.
0387983627 9780387983622
|
aaaa
Libraries near you:
WorldCat
|
2
|
zzzz
Libraries near you:
WorldCat
|
Book Details
Edition Notes
Includes bibliographical references (p. [417]-427) and index.
"[Based on the] original Russian edition: Fluktuat͡s︡ii v dinamicheskikh sistemakh pod deĭstviem malykh sluchaĭnykh vozmushcheniĭ, Nauka : Moscow, 1979"--T.p. verso.
Classifications
The Physical Object
ID Numbers
Community Reviews (0)
Feedback?
| July 15, 2024 | Edited by MARC Bot | import existing book |
| April 28, 2010 | Edited by Open Library Bot | Linked existing covers to the work. |
| February 1, 2010 | Edited by WorkBot | add more information to works |
| December 9, 2009 | Created by WorkBot | add works page |