Markov Processes and Differential Equations: Asymptotic Problems

ISBN-13: 9783764353926 / Angielski / Miękka / 1996 / 154 str.

M. I. Freidlin; Mark Freidlin

Opis

This volume presents new results in probability theory and partial differential equations related to asymptotic

Spis treści

1 Stochastic Processes Defined by ODE’s.- 2 Small Parameter in Higher Derivatives: Levinson’s Case.- 3 The Large Deviation Case.- 4 Averaging Principle for Stochastic Processes and for Partial Differential Equations.- 5 Averaging Principle: Continuation.- 6 Remarks and Generalizations.- 7 Diffusion Processes and PDE’s in Narrow Branching Tubes.- 8 Wave Fronts in Reaction-Diffusion Equations.- 9 Wave Fronts in Slowly Changing Media.- 10 Large Scale Approximation for Reaction-Diffusion Equations.- 11 Homogenization in PDE’s and in Stochastic Processes.- References.