Accession Number : AD0758835

Title :   Stochastically Perturbed Dynamical Systems,

Corporate Author : BROWN UNIV PROVIDENCE R I CENTER FOR DYNAMICAL SYSTEMS

Personal Author(s) : Fleming,Wendell H.

Report Date : JUL 1972

Pagination or Media Count : 53

Abstract : A variety of natural phenomena have been modeled by stochastic differential equations containing one or more small parameters. Such models allow one to study the effects of random perturbations of small magnitude. When the parameters are set equal to zero, the stochastic effects disappear from the problem; the resulting ordinary differential equations describe the evolution of the unperturbed dynamical system. (Author)

Descriptors :   (*PARTIAL DIFFERENTIAL EQUATIONS, *PERTURBATION THEORY), STOCHASTIC PROCESSES, DYNAMIC PROGRAMMING, RANDOM VARIABLES, THEOREMS, ASYMPTOTIC SERIES

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE