Random Perturbations of Dynamical Systems
From MaRDI portal
Publication:3114202
DOI10.1007/978-3-642-25847-3zbMath1267.60004MaRDI 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
invariant measure; exponential estimates; singular perturbation problems; averaging principle for random processes; large deviations of random processes
60F10: Large deviations
58J65: Diffusion processes and stochastic analysis on manifolds
60Hxx: Stochastic analysis
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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