Random Perturbations of Dynamical Systems
Asymptotical problems have always played an important role in probability theory. In classical probability theory dealing mainly with sequences of independent variables, theorems of the type of laws of large numbers, theorems of the type of the central li
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M. Artin S. S. Chern A. Grothendieck E. Heinz F. Hirzebruch L. Hormander S. Mac Lane W. Magnus C. C. Moore J. K. Moser M. Nagata W. Schmidt D. S. Scott J. Tits B. L. van der Waerden Managing Editors
M. Berger B. Eckmann S. R. S. Varadhan
Grundlehren der mathematischen Wissenschaften A Series of Comprehensive Studies in Mathematics
A Selection 180. 181. 182. 183. 184. 185. 186. 187. 188. 189. 190. 191. 192. 193. 194. 195. 196. 197. 198. 199. 200. 201. 202. 203. 204. 205. 206. 207. 208. 209. 210. 211. 212. 213. 214. 215. 216. 217. 218. 219. 220. 221. 222. 223. 224.
Landkof: Foundations of Modem Potential Theory Lions/Magenes: Non-Homogeneous Boundary Value Problems and Applications I Lions/Magenes: Non-Homogeneous Boundary Value Problems and Applications II Lions/Magenes: Non-Homogeneous Boundary Value Problems and Applications III Rosenblatt: Markov Processes, Structure and Asymptotic Behavior Rubinowicz: Sommerfeldsche Polynommethode Handbook for Automatic Computation. Vol. 2. Wilkinson/Reinsch: Linear Algebra SiegeVMoser: Lectures on Celestial Mechanics Warner: Harmonic Analysis on Semi-Simple Lie Groups I Warner: Harmonic Analysis on Semi-Simple Lie Groups II Faith: Algebra: Rings, Modules, and Categories I Faith: Algebra II, Ring Theory Mallcev: Algebraic Systems P6Iya/Szego: Problems and Theorems in Analysis I Igusa: Theta Functions Berberian: Baer*-Rings Athreya/Ney: Branching Processes Benz: Vorlesungen iiber Geometric der Algebren Gaal: Linear Analysis and Representation Theory Nitsche: Vorlesungen iiber Minimalfliichen Dold: Lectures on Algebraic Topology Beck: Continuous Flows in the Plane Schmetterer: Introduction to Mathematical Statistics Schoeneberg: Elliptic Modular Functions Popov: Hyperstability of Control Systems Nikollskii: Approximation of Functions of Several Variables and Imbedding Theorems Andre: Homologie des Algebres Commutatives Donoghue: Monotone Matrix Functions and Analytic Continuation Lacey: The Isometric Theory of Classical Banach Spaces Ringel: Map Color Theorem Gihman/Skorohod: The Theory of Stochastic Processes I Comfort!Negrepontis: The Theory of Ultrafilters Switzer: Algebraic Topology-Homotopy and Homology Shafarevich: Basic Algebraic Geometry van der Waerden: Group Theory and Quantum Mechanics Schaefer: Banach Lattices and Positive Operators P6Iya/Szego: Problems and Theorems in Analysis II Stenstrom: Rings of Quotients Gihman/Skorohod: The Theory of Stochastic Process II Duvant/Lions: Inequalities in Mechanics and Physics Kirillov: Elements of the Theory of Representations Mumford: Algebraic Geometry I: Complex Projective Varieties Lang: Introduction to Modular Forms Bergh/LOfstrom: Interpolation Spaces. An Introduction Gilbarg!Trudinger: Elliptic Partial Differential Equations of Second Order Continued after Index
M. I. Freidlin A. D. Wentzell
Random Perturbations of Dynamical Systems Translated by Joseph Sziics With 20 Illustrations
Springer-Verlag New York Berlin Heidelberg Tokyo
M. I. Freidlin A. D. Wentzell c/o VAAP Copyright Agency of the U.S.S.R. B.
