Ergodic expansions in small noise problems

DOI10.1016/0022-0396(74)90015-1zbMath0288.34055OpenAlexW2026813910MaRDI QIDQ1846553

Charles J. Holland

Publication date: 1974

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(74)90015-1

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Ordinary differential equations and systems with randomness (34F05)

Related Items

Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions ⋮ Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles ⋮ Expansions in nearly linear stochastic dynamical problems ⋮ Perturbed linear stochastic dynamical systems

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