Diffusion processes on an open book and the averaging principle

DOI10.1016/j.spa.2004.03.009zbMath1075.60100OpenAlexW2039270796MaRDI QIDQ2485785

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 5 August 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2004.03.009

zbMATH Keywords

random perturbationsaveraging principleopen bookGluing conditions

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Averaging method for ordinary differential equations (34C29) Random dynamical systems (37H99)

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Cites Work

• Diffusion processes on graphs and the averaging principle
• Random perturbations of Hamiltonian systems
• Averaging Principle for Stochastic Perturbations of Multifrequency Systems
• On stochastic behavior of perturbed Hamiltonian systems
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