Rigorous stochastic averaging at a center with additive noise

DOI10.1023/A:1019614613583zbMATH Open1017.70017MaRDI QIDQ1868313FDOQ1868313

Authors: N. Sri Namachchivaya, Richard B. Sowers 

Publication date: 27 April 2003

Published in: Meccanica (Search for Journal in Brave)

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zbMATH Keywords

martingaleMarkov processstochastic averagingrandom perturbationtwo-dimensional Hamiltonian systemaveraging centerisolated elliptic fixed pointreduced stochastically averaged model

Mathematics Subject Classification ID

Random vibrations in mechanics of particles and systems (70L05) Perturbation theories for problems in Hamiltonian and Lagrangian mechanics (70H09)

Cited In (4)

• Stability of noisy nonlinear auto-parametric systems
• An averaging principle for diffusions in foliated spaces
• A strong averaging principle for Lévy diffusions in foliated spaces with unbounded leaves
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability

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