Geometric singular perturbation theory for stochastic differential equations.

DOI10.1016/S0022-0396(03)00020-2zbMath1053.34048arXivmath/0204008MaRDI QIDQ1874495

Nils Berglund, Barbara Gentz

Publication date: 25 May 2003

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204008

zbMATH Keywords

stochastic differential equationBrownian motionbifurcationslow-fast systemfirst exit time

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15)

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