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Stability Under Random Perturbations

  • M. I. Freidlin
  • A. D. Wentzell
Part of the Grundlehren der mathematischen Wissenschaften book series (GL, volume 260)

Abstract

In the theory of ordinary differential equations much work is devoted to the study of stability of solutions with respect to small perturbations of the initial conditions or of the right side of an equation. In this chapter we consider some problems concerning stability under random perturbations. First we recall the basic notions of classical stability theory.

Keywords

Markov Process Invariant Measure Equilibrium Position Random Perturbation Admissible Control 
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Copyright information

© Springer Science+Business Media New York 1998

Authors and Affiliations

  • M. I. Freidlin
    • 1
  • A. D. Wentzell
    • 2
  1. 1.Department of MathematicsUniversity of MarylandCollege ParkUSA
  2. 2.Department of MathematicsTulane UniversityNew OrleansUSA

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