Dynamical systems under the action of fast random perturbations (Q809474): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
Property / author | |||
Property / author: Anatoli V. Skorokhod / rank | |||
Property / reviewed by | |||
Property / reviewed by: H. Pragarauskas / rank | |||
Revision as of 07:32, 10 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamical systems under the action of fast random perturbations |
scientific article |
Statements
Dynamical systems under the action of fast random perturbations (English)
0 references
1991
0 references
The author considers dynamical systems of the type \[ dx_{\epsilon}(t)/dt=a(x_{\epsilon}(t),y_{\epsilon}(t)),\quad \epsilon >0. \] The pair \((x_{\epsilon}(t),y_{\epsilon}(t))\) is a Markov process with the infinitesimal operator \[ A_{\epsilon}f(x,y)=(a(x,y),f_ x(x,y))+(1/\epsilon)\int [f(x,y')- f(x,y)]\Pi (x,y,dy'), \] where \(\Pi\) (x,y,\(\cdot)\) is a finite measure. Sufficient conditions are given under which the processes \(x_{\epsilon}(t/\epsilon)\) converge weakly to a certain diffusion process as \(\epsilon\to 0\).
0 references
weak convergence
0 references
infinitesimal operator
0 references