Solutions of a stochastic differential equation forced onto a manifold by a large drift
From MaRDI portal
Publication:1180573
DOI10.1214/aop/1176990225zbMath0749.60053WikidataQ115240745 ScholiaQ115240745MaRDI QIDQ1180573
Publication date: 27 June 1992
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176990225
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J60: Diffusion processes
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
Related Items
Dimension reduction for stochastic dynamical systems forced onto a manifold by large drift: a constructive approach with examples from theoretical biology, Demographic-noise-induced fixation in subdivided populations with migration, Ergodic SDEs on submanifolds and related numerical sampling schemes, Phase Reduction of Waves, Patterns, and Oscillations Subject to Spatially Extended Noise, A diploid population model for copy number variation of genetic elements, Scaling limit of the Fleming-Viot multicolor process, Stochastic model for cell polarity, Knudsen gas in flat tire, Slow-fast stochastic diffusion dynamics and quasi-stationarity for diploid populations with varying size, Degenerate diffusions arising from gene duplication models, Small noise and long time phase diffusion in stochastic limit cycle oscillators, Zero temperature limit for interacting Brownian particles. I: Motion of a single body., The scaling limit for a stochastic PDE and the separation of phases, Features of fast living: on the weak selection for longevity in degenerate birth-death processes, Stochastic enzyme kinetics and the quasi-steady-state reductions: application of the slow scale linear noise approximation à la Fenichel, Diffusion dynamics on the coexistence subspace in a stochastic evolutionary game, Protected polymorphisms and evolutionary stability of patch-selection strategies in stochastic environments, Modeling Capital Gains Taxes for Trading Strategies of Infinite Variation
