Rigorous stochastic averaging at a center with additive noise

DOI10.1023/A:1019614613583MaRDI QIDQ1868313zbMATH OpenFDO

Authors N. Sri Namachchivaya, Richard B. Sowers

Publication date 27 April 2003

Published in Meccanica (Search for Journal in Brave)

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)

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(4)

• An averaging principle for diffusions in foliated spaces
• Stability of noisy nonlinear auto-parametric systems
• 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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