Random Perturbations of Dynamical Systems

Couverture
Springer Science & Business Media, 1998 - 430 pages
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. 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. 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.
 

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Table des matières

IV
15
V
17
VI
24
VII
29
VIII
34
IX
44
X
51
XI
59
XXXII
212
XXXIII
216
XXXIV
219
XXXV
233
XXXVI
241
XXXVII
249
XXXVIII
253
XXXIX
257

XII
70
XIII
74
XIV
79
XV
92
XVI
103
XVII
108
XVIII
118
XIX
123
XX
132
XXI
136
XXII
143
XXIII
153
XXIV
157
XXV
161
XXVI
168
XXVII
176
XXVIII
185
XXIX
192
XXX
198
XXXI
203
XL
268
XLI
283
XLII
295
XLIII
301
XLIV
312
XLV
328
XLVI
338
XLVII
344
XLVIII
361
XLIX
367
L
373
LI
377
LII
385
LIII
392
LIV
397
LV
408
LVI
417
LVII
429
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Informations bibliographiques