Second-order differential equations with random perturbations and small parameters

DOI10.1017/S0308210516000354MaRDI QIDQ5354427zbMATH OpenFDO

Authors Mikhail Kamenskii, Serge Pergamenchtchikov, Marc Quincampoix

Publication date 4 September 2017

Published in Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0308210516000354

zbMATH Keywords

boundary-value problemsBrownian motionGreen functionsrandom perturbationssecond-order differential equationsstochastic averaging method

Mathematics Subject Classification ID

Linear boundary value problems for ordinary differential equations (34B05) Green's functions for ordinary differential equations (34B27) Averaging method for ordinary differential equations (34C29) Singular perturbations of ordinary differential equations (34D15) Ordinary differential equations and systems with randomness (34F05) Perturbations of PDEs on manifolds; asymptotics (58J37) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65)

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