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Grundlehren der mathematischen Wissenschaften

Random Perturbations of Dynamical Systems

Authors: Freidlin, Mark, Wentzell, Alexander D.

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About this Textbook

The first edition of this book was published in 1979 in Russian. Most of the material presented was related to large-deviation theory for stochastic pro­ cesses. This theory was developed more or less at the same time by different authors in different countries. This book was the first monograph in which large-deviation theory for stochastic processes was presented. Since then a number of books specially dedicated to large-deviation theory have been pub­ lished, including S. R. S. Varadhan [4], A. D. Wentzell [9], J. -D. Deuschel and D. W. Stroock [1], A. Dembo and O. Zeitouni [1]. Just a few changes were made for this edition in the part where large deviations are treated. The most essential is the addition of two new sections in the last chapter. Large deviations for infinite-dimensional systems are briefly conside:red in one new section, and the applications of large-deviation theory to wave front prop­ agation for reaction-diffusion equations are considered in another one. Large-deviation theory is not the only class of limit theorems arising in the context of random perturbations of dynamical systems. We therefore included in the second edition a number of new results related to the aver­ aging principle. Random perturbations of classical dynamical systems under certain conditions lead to diffusion processes on graphs. Such problems are considered in the new Chapter 8.

Reviews

Second Edition

M.I. Freidlin; A.D. Wentzell; and J. Szücs

Random Perturbations of Dynamical Systems

"A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."—ZENTRALBLATT MATH


Table of contents (11 chapters)

Table of contents (11 chapters)

Buy this book

eBook $74.99
price for USA in USD (gross)
  • ISBN 978-1-4612-0611-8
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover n/a
  • ISBN 978-1-4612-6839-0
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Random Perturbations of Dynamical Systems
Authors
Translated by
Szücs, J.
Series Title
Grundlehren der mathematischen Wissenschaften
Series Volume
260
Copyright
1998
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4612-0611-8
DOI
10.1007/978-1-4612-0611-8
Softcover ISBN
978-1-4612-6839-0
Series ISSN
0072-7830
Edition Number
2
Number of Pages
XI, 432
Topics