**Memoirs of the American Mathematical Society**

1994;
82 pp;
Softcover

MSC: Primary 60; 35; 34;

Print ISBN: 978-0-8218-2586-0

Product Code: MEMO/109/523

List Price: $39.00

Individual Member Price: $23.40

**Electronic ISBN: 978-1-4704-0100-9
Product Code: MEMO/109/523.E**

List Price: $39.00

Individual Member Price: $23.40

# Random Perturbations of Hamiltonian Systems

Share this page
*Mark I. Freidlin; Alexander D. Wentzell*

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.

#### Table of Contents

# Table of Contents

## Random Perturbations of Hamiltonian Systems

#### Readership

Specialists in dynamical systems, partial differential equations, probability theory and control theory.