Random perturbations of dynamical systems and diffusion processes with conservation laws

DOI10.1007/s00440-003-0312-0zbMath1044.60044OpenAlexW2093540440MaRDI QIDQ1434093

Matthias Weber, Mark I. Freidlin

Publication date: 1 July 2004

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-003-0312-0

zbMATH Keywords

random 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

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• Diffusion processes on graphs and the averaging principle
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• Diffusion processes on an open book and the averaging principle
• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Functional Integration and Partial Differential Equations. (AM-109)
• Random perturbations of Hamiltonian systems

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