Fast oscillating random perturbations of dynamical systems with conservation laws (Q1897115)
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English | Fast oscillating random perturbations of dynamical systems with conservation laws |
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Fast oscillating random perturbations of dynamical systems with conservation laws (English)
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25 January 1996
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The authors consider a fast time stochastic perturbation \(X^\varepsilon\) of a system having a conservation law \(H(x)\). They give conditions under which \(H(X^\varepsilon)\) converges to a diffusion process as \(\varepsilon\downarrow 0\).
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random perturbations
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conservation laws
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stochastic dynamical systems
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averaging principle
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