Dynamical systems under the action of fast random perturbations

DOI10.1007/BF01066896zbMATH Open0733.60081MaRDI QIDQ809474FDOQ809474

Authors: Anatolii V. Skorokhod 

Publication date: 1991

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

weak convergenceinfinitesimal operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

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• Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung
• La théorie générale de la mesure dans son application à l'étude des systèmes dynamiques de la mécanique non linéaire

Cited In (12)

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On random perturbed mechanical systems with two degrees of freedom
• Random perturbations of dynamical systems and diffusion processes with conservation laws
• Title not available (Why is that?)
• Fast oscillating random perturbations of dynamical systems with conservation laws
• Title not available (Why is that?)
• ON STOCHASTIC PERTURBATIONS OF DYNAMICAL SYSTEMS WITH FAST AND SLOW COMPONENTS
• Small random perturbations of dynamical systems: Exponential loss of memory of the initial condition
• Asymptotic methods for stability analysis of Markov dynamical systems with fast variables

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