Random Perturbations of Dynamical Systems (2nd ed.)

The first edition of this book was published in 1979 in Russian. Most of the material presented was related to large-deviation theory for stochastic pro­ cesses. This theory was developed more or less at the same time by different authors in different countries. This book was the first monograph in which large-deviation theory for stochastic processes was presented. Since then a number of books specially dedicated to large-deviation theory have been pub­ lished, including S. R. S. Varadhan [4],