Stochastic averaging for a Hamiltonian system with skew random perturbations
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Publication:895906
DOI10.1007/s10959-013-0533-9zbMath1334.60104OpenAlexW2089001517MaRDI QIDQ895906
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
stochastic differential equationrandom perturbationsstochastic averagingdouble-well Hamiltonianlimiting dynamicsskew diffusion
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Generation, random and stochastic difference and differential equations (37H10) Functional limit theorems; invariance principles (60F17)
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