Fast oscillating random perturbations of dynamical systems with conservation laws

MaRDI QIDQ1897115zbMATH OpenFDO

Authors A. N. Borodin, Mark Freidlin

Publication date 25 January 1996

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1995__31_3_485_0, https://eudml.org/doc/77519

zbMATH Keywords

conservation lawsrandom perturbationsaveraging principlestochastic dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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Cited in

(21)

• Strong diffusion approximation in averaging and value computation in Dynkin's games
• An averaging principle for diffusions in foliated spaces
• Random perturbation to the geodesic equation
• Stochastic Perturbations to Conservative Dynamical Systems on the Plane. II: Recurrency Conditions
• A strong averaging principle for Lévy diffusions in foliated spaces with unbounded leaves
• On dynamical systems perturbed by a null-recurrent motion: the general case
• Thermostat-like perturbations of an oscillator
• Random perturbations of dynamical systems and diffusion processes with conservation laws
• Homogenisation on homogeneous spaces
• Pendulum energy converter excited by random loads
• Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems
• Fast-oscillating random perturbations of Hamiltonian systems
• Autonomous random perturbations of dynamical systems
• Limits of random differential equations on manifolds
• Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves
• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Averaging along foliated Lévy diffusions
• On the long-time behavior of a perturbed conservative system with degeneracy
• A four-thirds law for phase randomization of stochastically perturbed oscillators and related phenomena
• ON STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS WITH FAST AND SLOW COMPONENTS
• Reduction and integrability of stochastic dynamical systems

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