Long Term Effects of Small Random Perturbations on Dynamical Systems: Theoretical and Computational Tools

DOI10.1007/978-1-4939-6969-2_2zbMath1383.37035arXiv1604.03818OpenAlexW2337022095MaRDI QIDQ4604863

Eric Vanden-Eijnden, Tobias Schäfer, Tobias Grafke

Publication date: 6 March 2018

Published in: Recent Progress and Modern Challenges in Applied Mathematics, Modeling and Computational Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.03818

zbMATH Keywords

random perturbationaction functionalmultiplicative noiseMarkov jump process

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10) Generation, random and stochastic difference and differential equations (37H10) Numerical problems in dynamical systems (65P99)

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