Two-Scale Stochastic Systems: Asymptotic Analysis and Control: 49 (Stochastic Modelling and Applied Probability)

by Yuri Kabanov (Author), Sergei Pergamenshchikov (Author)

• New

  Hardcover
  2002

  $125.78

  This monograph develops subjects which could be unified under the title Stochastic Tikhonov-Levinson theory and its applications. The emphasis is on systems where the fast variables converge uniformly outside the boundary layer. Uniform expansions and large deviations are investigated in detail.