Random Perturbations of Dynamical Systems by Mark I Freidlin

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Summary

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

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Random Perturbations of Dynamical Systems by Mark I Freidlin

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.

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)

SKU Unavailable
ISBN 13 9783642446870
ISBN 10 3642446876
Title Random Perturbations of Dynamical Systems
Author Mark I Freidlin
Series Grundlehren Der Mathematischen Wissenschaften
Condition Unavailable
Binding Type Paperback
Publisher Springer
Year published 2014-06-11
Number of pages 460
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.