Fluctuations in certain dynamical systems with averaging

DOI10.1016/0304-4149(85)90383-7MaRDI QIDQ1076424zbMATH OpenOpenAlexWikidataFDO

Authors Hisao Watanabe

Publication date 1985

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(85)90383-7

zbMATH Keywords

average ordinary differential systemsfluctuations

Mathematics Subject Classification ID

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

Review text

This paper studies the fluctuations between certain stochastic ordinary differential systems and their average ordinary differential systems. The usual conditions of (i) uniform Lipschitz continuity and (ii) \(\phi\)- mixing, under which the problem is usually considered, are relaxed.

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Cites work

• A limit theorem for turbulent diffusion
• A martingale method for the convergence of a sequence of processes to a jump-diffusion process
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• scientific article; zbMATH DE number 3664138 (Why is no real title available?)
• scientific article; zbMATH DE number 3731186 (Why is no real title available?)
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
• On the convergence of solutions of stochastic ordinary differential equations as stochastic flows of diffeomorphisms

Cited in

(11)

• Averagings in stochastic systems with dependence on the whole past
• Averaging and fluctuations for parabolic equations with rapidly oscillating random coefficients
• Fluctuation of stochastic systems with average equilibrium point
• scientific article; zbMATH DE number 3903591 (Why is no real title available?)
• scientific article; zbMATH DE number 1471924 (Why is no real title available?)
• Limit theorems in averaging for dynamical systems
• Dynamics of spatial averages
• A Remarkable Summation Formula, Lattice Tilings, and Fluctuations
• Averaging stochastic systems under weakly dependent perturbations
• An averaging model for chaotic system with periodic time-varying parameter
• Fluctuations in the averaging scheme for differential equations with random pulsed action

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