An averaging principle for a completely integrable stochastic Hamiltonian system

DOI10.1088/0951-7715/21/4/008zbMath1140.60033arXiv2110.03817OpenAlexW2105684745MaRDI QIDQ5458169

Xue-Mei Li

Publication date: 11 April 2008

Published in: Nonlinearity (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03817

zbMATH Keywords

singular perturbationaveraging principlestochastic Hamiltonian system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations of PDEs on manifolds; asymptotics (58J37)

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