Homogenization in stochastic differential geometry

DOI10.2977/PRIMS/1195186714MaRDI QIDQ1158886zbMATH OpenOpenAlexWikidataFDO

Authors Mark A. Pinsky

Publication date 1981

Published in Publications of the Research Institute for Mathematical Sciences, Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2977/prims/1195186714

zbMATH Keywords

homogenizationsemigroupsgeodesic flowtransport processparallel displacement

Mathematics Subject Classification ID

Diffusion processes (60J60) Sums of independent random variables; random walks (60G50) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Cites work

• scientific article; zbMATH DE number 3483302 (Why is no real title available?)
• scientific article; zbMATH DE number 3525886 (Why is no real title available?)
• scientific article; zbMATH DE number 3602431 (Why is no real title available?)
• scientific article; zbMATH DE number 3300421 (Why is no real title available?)
• Boundary layers and homogenization of transport processes
• Formules de la moyenne, calcul de perturbations et théoremes d'annulation pour les formes harmoniques
• Isotropic Transport Process on a Riemannian Manifold
• Some probabilistic problems and methods in singular perturbations
• Stochastic Problems in Physics and Astronomy

Cited in

(6)

• Convergence of the freely rotating chain to the Kratky-Porod model of semi-flexible polymers
• Entropy anomaly in Langevin-Kramers dynamics with a temperature gradient, matrix drag, and magnetic field
• Sensitivity of the joint survival probability for reinsurance schemes
• Phase space homogenization of noisy Hamiltonian systems
• Homogenization of dissipative, noisy, Hamiltonian dynamics
• Small mass limit of a Langevin equation on a manifold

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