Random Perturbations of Dynamical Systems

AvMark I. Freidlin,Alexander D. Wentzell

Inbunden, Engelska, 2012

Del 260 i serien Grundlehren der mathematischen Wissenschaften

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Häftad

1 378 kr

Beskrivning

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

Produktinformation

Utgivningsdatum:2012-06-07
Mått:155 x 235 x 31 mm
Vikt:856 g
Format:Inbunden
Språk:Engelska
Serie:Grundlehren der mathematischen Wissenschaften
Antal sidor:460
Upplaga:3
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783642258466
Översättare:Szücs, J., Szucs, J.

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Recensioner i media

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)

Innehållsförteckning

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.