Random perturbations of Hamiltonian systems
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Publication:4297238
DOI10.1090/memo/0523zbMath0804.60070OpenAlexW4293582440MaRDI QIDQ4297238
Mark I. Freidlin, Alexander D. Wentzell
Publication date: 19 January 1995
Published in: Memoirs of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/9c7a6563a4ad4895969440e72c18ec2fea8f53b8
Wiener processHamiltonian systemsinvariant measurerandom perturbationsexistence and uniquenessgenerating differential operatorweak convergence of perturbed distributions
Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Functional limit theorems; invariance principles (60F17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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