Random perturbations of nonlinear oscillators

DOI10.1214/aop/1022855739zbMath0935.60038OpenAlexW1987647825MaRDI QIDQ1307470

Matthias Weber, Mark I. Freidlin

Publication date: 4 May 2000

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1022855739

zbMATH Keywords

Hamiltonian systemsrandom perturbationsaveraging principle

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Averaging method for ordinary differential equations (34C29) Perturbations in context of PDEs (35B20)

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Cites Work

• Tables of distributions of functionals of Brownian motion
• Diffusion processes on graphs and the averaging principle
• Functional Integration and Partial Differential Equations. (AM-109)
• Random perturbations of Hamiltonian systems
• Diffusion Processes in One Dimension
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