9780387983622: Random Perturbations of Dynamical Systems (Grundlehren der mathematischen Wissenschaften)
Hardcover
ISBN 10: 0387983627 ISBN 13: 9780387983622
Verlag: Springer, 1998

Inhaltsangabe

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 new edition contains expansions on the averaging principle, a new chapter on random perturbations of Hamiltonian systems, 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 generalisations.

Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer
Erscheinungsdatum
1998
Sprache
Englisch
ISBN 10 
0387983627
ISBN 13 
9780387983622
Einband
Gebundene Ausgabe
Auflage
2
Anzahl der Seiten
432
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780387908588: Random Perturbations of Dynamical Systems (Grundlehren der mathematischen Wissenschaften, 260)

Vorgestellte Ausgabe

ISBN 10:  0387908587 ISBN 13:  9780387908588
Verlag: Springer, 1983
Hardcover