Random Perturbations of Dynamical Systems
A treatment of various kinds of limit theorems for stochastic processes defined as a result of random perturbations of dynamical systems. Apart from the long-time behaviour of the perturbed system, exit problems, metastable states, optimal stabilisation, and asymptotics of stationary distributions are considered in detail. The authors'main tools are the large deviation theory, the central limit theorem for stochastic processes, and the averaging principle. The results allow for explicit calculations of the asymptotics of many interesting characteristics of the perturbed system, and most of these results are closely connected with PDEs. This n…
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Produktdetails
Weitere Autoren: Wentzell, Alexander D. / Szücs, J. (Übers.)
- ISBN: 978-1-4612-0611-8
- EAN: 9781461206118
- Produktnummer: 38233408
- Verlag: Springer New York
- Sprache: Englisch
- Erscheinungsjahr: 2012
- Seitenangabe: 432 S.
- Plattform: PDF
- Auflage: 2nd ed. 1998
- Reihenbandnummer: 260
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