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## Random Perturbations of Dynamical Systems, Second Edition (Hardback)"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." — From the back cover ## $27.59 |

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Please contact us if you've got questions about this product.## Condition

**GOOD:** This book is in good condition, showing the most wear on the corners. The pages are writing-free and were printed on acid-free paper.

## Description

This is volume 260 in *A Series of Comprehensive Studies in Mathematics* (Grundlehren der mathematischen Wissenschaften).

From the back cover: “The authors’ main tools are the large deviation theory, the central 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. 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.

“The most essential additions and changes in this new edition concern the averaging principle. A new chapter on random perturbations of Hamiltonian systems has been added along with new results on fast oscillating perturbations of systems with conservation laws. New sections on wave front propagation in semilinear PDEs and on random perturbations of certain infinite-dimensional dynamical systems have been incorporated into the chapter on sharpenings and generalizations.”

**BRIEF CONTENTS**

- Preface to the Second Edition
- Preface
- Introduction
- 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. Stability Under Random Perturbations
- 10. Sharpenings and Generalizations
- References
- Index

## Details

- SKU:
- 2082
- Author:
- Freidlin, Mark I. and Alexander D. Wentzell (translated by Joseph Szücs)
- Publisher:
- Springer-Verlag
- Publish Date:
- 1998 (First Printing of Second Edition)
- Format:
- Hardback
- Weight (pounds):
- 1.75
- Dimensions (W”xL”xH”):
- 6.4″x9.5″x1″
- ISBN-13:
- 9780387983622
- ISBN-10:
- 0387983627

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