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Stochastic Nonlinear Systems. Existing Methods and New Results (Q4214701)

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scientific article; zbMATH DE number 1216890
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English
Stochastic Nonlinear Systems. Existing Methods and New Results
scientific article; zbMATH DE number 1216890

    Statements

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    11 January 1999
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    Itô equation
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    Stratonovich equation
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    Langevin equation for Brownian particle
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    stochastic averaging method
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    regular stochastic systems
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    stochastic equations in Hilbert space
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    existence and uniqueness theorem
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    Khasminskii limit theorem
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    stationary solutions
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    noise-induced phase transitions
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    stochastic bifurcations
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    maximum entropy method
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    Stochastic Nonlinear Systems. Existing Methods and New Results (English)
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    Identifiers