Limiting behavior of an oscillatory system in the presence of random perturbations of the parameters of this system. II (Q808524)

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scientific article; zbMATH DE number 4211199
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    Limiting behavior of an oscillatory system in the presence of random perturbations of the parameters of this system. II
    scientific article; zbMATH DE number 4211199

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      Limiting behavior of an oscillatory system in the presence of random perturbations of the parameters of this system. II (English)
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      1990
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      [For part I see ibid. 41, No.10, 1168-1173 (1989), resp. ibid. 41, No.10, 1357-1364 (1989; Zbl 0693.60053).] A linear system of two equations with random perturbation of the type \(\nu\) (t/\(\epsilon\)), \(\nu\) a Markov process, is considered. The asymptotic behaviour as \(\epsilon \to 0\) of the radius part of the solution in polar coordinates is investigated. This radius converges to the diffusion process determined by the averaged coefficients of the initial system.
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      random perturbation
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      asymptotic behaviour
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      diffusion process
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