Freidlin, M. I.; Wentzell, A. D. Random perturbations of dynamical systems. Transl. from the Russian by Joseph Szücs. (English) Zbl 0522.60055 Grundlehren der Mathematischen Wissenschaften, 260. New York etc.: Springer-Verlag. VIII, 326 p., 20 figs. DM 168.00; $ 65.20 (1984). Reviewer: Yu. Kifer Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 39 ReviewsCited in 674 Documents MSC: 60Hxx Stochastic analysis 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 58J65 Diffusion processes and stochastic analysis on manifolds 60F10 Large deviations 37H10 Generation, random and stochastic difference and differential equations Keywords:singular perturbation problems; exponential estimates; large deviations of random processes; invariant measure; averaging principle for random processes Citations:Zbl 0499.60053; Zbl 0413.35010; Zbl 0513.60077; Zbl 0449.35026 × Cite Format Result Cite Review PDF