Random Perturbations of Dynamical Systems

by Alexander D. Wentzell, Mark I. Freidlin, A.D. Wentzell

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 3642446876
• ISBN13: 9783642446870
• Release Date: June 2014
• Publisher: Springer
• Length: 460 Pages
• Weight: 1.49 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"