Table of Contents

1: Random Perturbations. 2: Small Random Perturbations on a Finite Time Interval. 3: Action Functional. 4: Gaussian Perturbations of Dynamical Systems. Neighborhood of an Equilibrium Point. 5: Perturbations Leading to Markov Processes. 6: Markov Perturbations on Large Time Intervals. 7: The Averaging Principle. Fluctuations in Dynamical Systems with Averaging. 8: Random Perturbations of Hamiltonian Systems. 9: Stability Under Random Perturbations. 10: Sharpenings and Generalizations.

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2nd edition

Reviews

Second Edition M.I. Freidlin; A.D. Wentzell; and J. Szucs Random Perturbations of Dynamical Systems "A very detailed and deep mathematical treatment of the long term behavior of randomly perturbed dynamical systems."--ZENTRALBLATT MATH