Stochastically perturbed dynamical systems

DOI10.1216/RMJ-1974-4-3-407MaRDI QIDQ1214215zbMATH OpenFDO

Authors Wendell Fleming

Publication date 1974

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Optimal stochastic control (93E20)

Cited in

(13)

• Asymptotic theory of mixing stochastic ordinary differential equations
• Two-dimensional stochastic exponential growth models
• Robin and Neumann problems for a class of singularly perturbed semilinear elliptic equations
• Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles
• The regular expansion in the neumann problems for elliptic equations
• On a stochastic representation for the principal eigenvalue of a second-order differential equation
• Perturbed linear stochastic dynamical systems
• Lorentz covariant physical Brownian motion: classical and quantum
• Optimal control of the decay of nonequilibrium statistical correlations
• Singular perturbations in elliptic boundary value problems
• Expansions in nearly linear stochastic dynamical problems
• Ergodic expansions in small noise problems
• Asymptotic expansions for solutions of parabolic systems associated with multi-scale switching diffusions

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