𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Small perturbations and stochastic games

✍ Scribed by Nicolas Vielle

Publisher
The Hebrew University Magnes Press
Year
2000
Tongue
English
Weight
641 KB
Volume
119
Category
Article
ISSN
0021-2172

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Asymptotic analysis of nonlinear systems
Asymptotic analysis of nonlinear systems with small stochastic perturbations
✍ Johan Grasman πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 893 KB

By stochastic perturbations of white noise type, a nonlinear system will with probability 1 leave any bounded domain of state space that contains a stable equilibrium of the system. The escape time and its statistics are a measure for the stochastic stability of the system. Its statistical moments a

Small Perturbation of Stochastic Parabol
Small Perturbation of Stochastic Parabolic Equations: A Power Series Analysis
✍ Sergey Lototsky πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 204 KB

A semi-linear second-order stochastic parabolic equation is considered with coefficients, free terms, and initial condition depending on a parameter. It is shown that under some natural conditions the solution can be written as a power series in the parameter. The equations for the coefficients in t