Stochastic averaging for a Hamiltonian system with skew random perturbations

DOI10.1007/S10959-013-0533-9zbMATH Open1334.60104OpenAlexW2089001517MaRDI QIDQ895906FDOQ895906

Authors Chetan D. Pahlajani

Publication date 7 December 2015

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10959-013-0533-9

zbMATH Keywords

stochastic differential equationrandom perturbationsstochastic averagingdouble-well Hamiltonianlimiting dynamicsskew diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

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Cited in

(4)

• Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
• Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise
• Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere)
• Transient response of the time-delay system excited by Gaussian noise based on complex fractional moments

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