An averaging principle for a completely integrable stochastic Hamiltonian system
From MaRDI portal
Publication:5458169
DOI10.1088/0951-7715/21/4/008zbMath1140.60033arXiv2110.03817OpenAlexW2105684745MaRDI QIDQ5458169
Publication date: 11 April 2008
Published in: Nonlinearity (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2110.03817
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Perturbations of PDEs on manifolds; asymptotics (58J37)
Related Items (36)
Random perturbation to the geodesic equation ⋮ An averaging principle for diffusions in foliated spaces ⋮ AN AVERAGING PRINCIPLE FOR TWO-SCALE STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS ⋮ An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains ⋮ Homogenisation on homogeneous spaces ⋮ Limits of random differential equations on manifolds ⋮ Averaging principle for one dimensional stochastic Burgers equation ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients ⋮ Strong convergence rates in averaging principle for slow-fast McKean-Vlasov SPDEs ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Reduction and reconstruction of stochastic differential equations via symmetries ⋮ Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion ⋮ A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations ⋮ Averaging method for neutral stochastic delay differential equations driven by fractional Brownian motion ⋮ Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Fast-slow stochastic dynamical system with singular coefficients ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds ⋮ Degenerate semigroups and stochastic flows of mappings in foliated manifolds ⋮ Strong convergence in stochastic averaging principle for two time-scales stochastic partial differential equations ⋮ Averaging along foliated Lévy diffusions ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ Strong averaging principle for two-time-scale stochastic McKean-Vlasov 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 ⋮ Formulation of stochastic contact Hamiltonian systems ⋮ Averaging dynamics driven by fractional Brownian motion ⋮ Generating diffusions with fractional Brownian motion ⋮ DECOMPOSITION OF STOCHASTIC FLOWS IN MANIFOLDS WITH COMPLEMENTARY DISTRIBUTIONS ⋮ Rough homogenisation with fractional dynamics
This page was built for publication: An averaging principle for a completely integrable stochastic Hamiltonian system