Differential equations with random perturbations are the mathematical models of real-world processes that cannot be described via deterministic laws, and their evolution depends on random factors. The modern theory of differential equations with random perturbations is on the edge of two mathematical disciplines: random processes and ordinary differential equations. Consequently, the sources of these methods come both from the theory of random processes and from the classic theory of differential equations. This work focuses on the approach to stochastic equations from the perspective of ordinary differential equations. For this purpose, both asymptotic and qualitative methods which appeared in the classical theory of differential equations and nonlinear mechanics are developed. Contents:Differential Equations with Random Right-Hand Sides and Impulsive EffectsInvariant Sets for Systems with Random PerturbationsLinear and Quasilinear Stochastic Ito SystemsExtensions of Ito Systems on a TorusThe Averaging Method for Equations with Random Perturbations Readership: Graduate students and researchers in mathematics and physics. Keywords:Stochastic Systems;Invariant Manifold;Invariant Torus;Lyapunov Function;Stability;Periodic Solutions;Reduction PrincipleKey Features:Develops new methods of studying the stochastic differential equations; contrary to the existing purely probabilistic methods, these methods are based on the differential equations approachStudies new classes of stochastic systems, for instance, the stochastic expansions of dynamical systems on the torus, enabling the study of general oscillatory systems subject to the influences of random factorsBridges the gap between the stochastic differential equations and ordinary differential equations, namely, it describes which properties of the ordinary differential equations remain unchanged, and which new properties appear in the stochastic caseReviews: "This book is well written and readable. Most results included in the book are by the authors. All chapters contain a final section with comments and references, where the authors make a detailed description of the origin of the results. This is a helpful point for all readers, especially for researchers in the field." Mathematical Reviews "This monograph collects a great variety of stimulating results concerning random perturbation theory always deeply rooted in the classical theory of ordinary differential equations and celestial mechanics. Despite its technical content the text is written in a clear and accessible way, with many insightful explanations. The fact that each chapter closes with a detailed review on the current literature and the historic development of the theory is highly appreciated." Zentralblatt MATH
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