Stochastic Nonlinear Systems. Existing Methods and New Results (Q4214701)

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scientific article; zbMATH DE number 1216890
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    Stochastic Nonlinear Systems. Existing Methods and New Results
    scientific article; zbMATH DE number 1216890

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      11 January 1999
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      Itô equation
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      Stratonovich equation
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      Langevin equation for Brownian particle
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      stochastic averaging method
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      regular stochastic systems
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      stochastic equations in Hilbert space
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      existence and uniqueness theorem
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      Khasminskii limit theorem
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      stationary solutions
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      noise-induced phase transitions
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      stochastic bifurcations
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      maximum entropy method
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      Stochastic Nonlinear Systems. Existing Methods and New Results (English)
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