Diffusion processes on an open book and the averaging principle
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Publication:2485785
DOI10.1016/j.spa.2004.03.009zbMath1075.60100MaRDI 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
60G44: Martingales with continuous parameter
60J60: Diffusion processes
34C29: Averaging method for ordinary differential equations
37H99: Random dynamical systems
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