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- W4220171 abstract "Dealing with a stochastic dynamical system with state vector X(t) satisfying a nonlinear Langevin equation of the type $$dx = f(x)dt + sigma (x)dW(t),$$we may only be interested in qualitative changes and their statistics. Typical qualitative changes are the switch from one domain of attraction to a neighbouring one or in the case of population dynamics the extinction or introduction of a species. For that purpose we introduce the Markov chain approximation. For a precise mathematical description of the connection between such a Markov chain and the stochastic dynamical system we refer to Chap. 6 of Freidlin and Wentzell (1984). Here we work out two examples. One modelling the preferent states of the atmospheric circulation and one dealing with the occupation rate of a patch of land by some biological species." @default.
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- W4220171 date "1999-01-01" @default.
- W4220171 modified "2023-09-23" @default.
- W4220171 title "A Markov Chain Approximation of the Stochastic Dynamical System" @default.
- W4220171 doi "https://doi.org/10.1007/978-3-662-03857-4_10" @default.
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