Fluctuation of stochastic systems with average equilibrium point

DOI10.1016/j.crma.2007.07.029zbMath1141.60015OpenAlexW2030888481MaRDI QIDQ2462098

Nikolaos Limnios, Yaroslav Chabaniuk, Vladimir S. Korolyuk

Publication date: 23 November 2007

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2007.07.029

zbMATH Keywords

weak convergence of processesdiffusion limitdynamical system with random perturbation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17)

Related Items (3)

Asymptotic behavior of a modified stochastic optimization procedure in an averaging scheme ⋮ Continuous stochastic optimization with semi-Markov switchings in the diffusion approximation scheme ⋮ Fluctuations of a stochastic system under an asymptotic diffusive perturbation

Cites Work

• Random perturbation methods with applications in science and engineering
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