Random Perturbations of Dynamical Systems

DOI10.1007/978-3-642-25847-3zbMath1267.60004OpenAlexW4249520102MaRDI QIDQ3114202

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 1 February 2012

Published in: Grundlehren der mathematischen Wissenschaften (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-25847-3

zbMATH Keywords

invariant measureexponential estimatessingular perturbation problemsaveraging principle for random processeslarge deviations of random processes

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60Hxx) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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