scientific article; zbMATH DE number 3586282

MaRDI QIDQ4153416zbMATH OpenFDO

Authors George Papanicolaou

Publication date 1977

Mathematics Subject Classification ID

Large deviations (60F10) Diffusion processes (60J60) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cited in

(12)

• Estimating the uncertainty in underresolved nonlinear dynamics
• Oscillatory systems with three separated time scales: Analysis and computation
• A nontrivial scaling limit for multiscale Markov chains
• Maximum likelihood drift estimation for multiscale diffusions
• A multiscale analysis of diffusions on rapidly varying surfaces
• A path integral method for coarse-graining noise in stochastic differential equations with multiple time scales
• Limit behavior of two-time-scale diffusions revisited
• A comparative study of two stochastic mode reduction methods
• The Smoluchowski-Kramers limit of stochastic differential equations with arbitrary state-dependent friction
• Almost sure and moment Lyapunov exponents for a stochastic beam equation
• A multiscale approach to Brownian motors
• Coarse graining of nonreversible stochastic differential equations: quantitative results and connections to averaging

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