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Titlebook: Local Lyapunov Exponents; Sublimiting Growth R Wolfgang Siegert Book 2009 Springer-Verlag Berlin Heidelberg 2009 degenerate diffusion.exit

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書目名稱Local Lyapunov Exponents
副標(biāo)題Sublimiting Growth R
編輯Wolfgang Siegert
視頻videohttp://file.papertrans.cn/588/587679/587679.mp4
概述Includes supplementary material:
叢書名稱Lecture Notes in Mathematics
圖書封面Titlebook: Local Lyapunov Exponents; Sublimiting Growth R Wolfgang Siegert Book 2009 Springer-Verlag Berlin Heidelberg 2009 degenerate diffusion.exit
描述.Establishing a new concept of local Lyapunov exponents the author brings together two separate theories, namely Lyapunov exponents and the theory of large deviations...Specifically, a linear differential system is considered which is controlled by a stochastic process that during a suitable noise-intensity-dependent time is trapped near one of its so-called metastable states. The local Lyapunov exponent is then introduced as the exponential growth rate of the linear system on this time scale. Unlike classical Lyapunov exponents, which involve a limit as time increases to infinity in a fixed system, here the system itself changes as the noise intensity converges, too..
出版日期Book 2009
關(guān)鍵詞degenerate diffusion; exit probabilities; metastability; random perturbations of dynamical systems; stoc
版次1
doihttps://doi.org/10.1007/978-3-540-85964-2
isbn_softcover978-3-540-85963-5
isbn_ebook978-3-540-85964-2Series ISSN 0075-8434 Series E-ISSN 1617-9692
issn_series 0075-8434
copyrightSpringer-Verlag Berlin Heidelberg 2009
The information of publication is updating

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Exit probabilities for degenerate systems,This chapter is devoted to the investigation of the exit probabilities for degenerate stochastic differential systems depending on small parameters. In doing so, the exposition follows Hernández-Lerma [HL 80], [HL 81] and Fleming [Fl 80], [Fl 78], [Fl 77].
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978-3-540-85963-5Springer-Verlag Berlin Heidelberg 2009
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