Fast oscillating random perturbations of dynamical systems with conservation laws

zbMath0831.60066MaRDI QIDQ1897115

A. N. Borodin, Mark I. Freidlin

Publication date: 25 January 1996

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1995__31_3_485_0

zbMATH Keywords

conservation lawsrandom perturbationsaveraging principlestochastic dynamical systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

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On dynamical systems perturbed by a null-recurrent motion: the general case ⋮ Random perturbation to the geodesic equation ⋮ An averaging principle for diffusions in foliated spaces ⋮ Thermostat-like perturbations of an oscillator ⋮ Homogenisation on homogeneous spaces ⋮ Limits of random differential equations on manifolds ⋮ Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems ⋮ Reduction and integrability of stochastic dynamical systems ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Pendulum energy converter excited by random loads ⋮ Strong diffusion approximation in averaging and value computation in Dynkin's games ⋮ Averaging along foliated Lévy diffusions ⋮ Stochastic averaging with a flattened Hamiltonian: A Markov process on a stratified space (a whiskered sphere) ⋮ A Strong Averaging Principle for Lévy Diffusions in Foliated Spaces with Unbounded Leaves

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