Random Perturbations of Hamiltonian Systems(Memoirs of the American Mathematical Society)

组合数学

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399.00
发货周期:外国库房发货,通常付款后3-5周到货
出版时间
1994年05月30日
装      帧
ISBN
9780821825860
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页      码
viii, 82 p
开      本
26 cm.
语      种
英文
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图书简介
Random perturbations of Hamiltonian systems in Euclidean spaces lead to stochastic processes on graphs, and these graphs are defined by the Hamiltonian. In the case of white-noise type perturbations, the limiting process will be a diffusion process on the graph. Its characteristics are expressed through the Hamiltonian and the characteristics of the noise. Freidlin and Wentzell calculate the process on the graph under certain conditions and develop a technique which allows consideration of a number of asymptotic problems. The Dirichlet problem for corresponding elliptic equations with a small parameter are connected with boundary problems on the graph.
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