Fast oscillating random perturbations of dynamical systems with conservation laws (Q1897115)

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scientific article; zbMATH DE number 796407
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    Fast oscillating random perturbations of dynamical systems with conservation laws
    scientific article; zbMATH DE number 796407

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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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