Averaging principle for perturbed random evolution equations and corresponding Dirichlet problems

DOI10.1007/BF01199248zbMath0767.60022OpenAlexW1967771706MaRDI QIDQ1203943

Mark I. Freidlin, Alexander Eizenberg

Publication date: 18 February 1993

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01199248

zbMATH Keywords

random evolution equationsaveraging principleexit problemsperturbed Dirichlet problems

Mathematics Subject Classification ID

Large deviations (60F10)

Related Items (5)

Asymptotic properties of jump-diffusion processes with state-dependent switching ⋮ Harnack principle for weakly coupled elliptic systems ⋮ On the stability of diffusion processes with state-dependent switching ⋮ Small random perturbations of random evolution equations ⋮ Feller property and exponential ergodicity of diffusion processes with state-dependent switching

Cites Work

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• The asymptotic behavior of the principal eigenvalue in a singular perturbation problem with invariant boundaries
• On the dirichlet problem for a class of second order pde systems with small parameter
• Stochastic Perturbations to Conservative Dynamical Systems on the Plane. I: Convergence of Invariant Distributions
• Functional Integration and Partial Differential Equations. (AM-109)
• Elliptic Partial Differential Equations of Second Order
• Theory of Random Evolutions with Applications to Partial Differential Equations

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