Format:
1 Online-Ressource (XXVIII, 458 S.)
,
graph. Darst.
Edition:
3. ed.
ISBN:
9783642258466
,
9783642258473
Series Statement:
Die Grundlehren der mathematischen Wissenschaften 260
Uniform Title:
Fluktuacii v dinamičeskich sistemach pod dejstviem malych slučajnych vozmuščenij
Content:
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
Content:
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
Content:
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
Note:
Aus dem Russ. übers.
Language:
English
Subjects:
Mathematics
Keywords:
Dynamisches System
;
Störungstheorie
;
Stochastischer Prozess
DOI:
10.1007/978-3-642-25847-3
Author information:
Wentzell, Alexander D. 1937-
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