An averaging principle for diffusions in foliated spaces

DOI10.1214/14-AOP982zbMath1462.60074arXiv1212.1587MaRDI QIDQ272972

Ivan I. Gonzales-Gargate, Paulo R. Ruffino

Publication date: 21 April 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.1587

zbMATH Keywords

averaging principlestochastic flowsfoliated diffusionrescaled stochastic systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items (19)

Random perturbation to the geodesic equation ⋮ Homogenisation on homogeneous spaces ⋮ Limits of random differential equations on manifolds ⋮ Averaging principle for one dimensional stochastic Burgers equation ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion ⋮ Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ Degenerate semigroups and stochastic flows of mappings in foliated manifolds ⋮ Averaging along foliated Lévy diffusions ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ Diffusion approximation for multi-scale stochastic reaction-diffusion equations ⋮ Topology of foliations and decomposition of stochastic flows of diffeomorphisms ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Decomposition of stochastic flows generated by Stratonovich SDEs with jumps ⋮ Diffusion approximation for fully coupled stochastic differential equations ⋮ A Strong Averaging Principle for Lévy Diffusions in Foliated Spaces with Unbounded Leaves ⋮ Decomposition of stochastic flow and an averaging principle for slow perturbations ⋮ Generating diffusions with fractional Brownian motion

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