An averaging principle for dynamical systems in Hilbert space with Markov random perturbations

DOI10.1016/0304-4149(95)00066-6zbMath0856.60066OpenAlexW1972226274MaRDI QIDQ1915826

Frank C. Hoppensteadt, Anatoli V. Skorokhod, Habib Salehi

Publication date: 17 February 1997

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(95)00066-6

zbMATH Keywords

averaging principle for Markov perturbationsdynamical systems in Hilbert space

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Related Items

Discrete time semigroup transformations with random perturbations ⋮ Near-optimal controls of random-switching LQ problems with indefinite control weight costs

Cites Work

• Stability of regime-switching stochastic differential equations
• Asymptotic analysis of transport processes
• Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle
• Asymptotic solutions of linear partial differential equations of first order having random coefficients
• On Stochastic Processes Defined by Differential Equations with a Small Parameter
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