On the tangent flow of a stochastic differential equation with fast drift

DOI10.1090/S0002-9947-00-02773-2zbMath0965.60058WikidataQ115289156 ScholiaQ115289156MaRDI QIDQ2701659

Richard B. Sowers

Publication date: 19 February 2001

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

zbMATH Keywords

stabilitystochastic differential equationasymptoticsperturbationsLyapunov exponentstochastic flowstwist mapstochastic averagingnondegeneracyseparation of scalesfast driftKhasminskij-Fürstenburg formulaPinsky-Wihstutz transformations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (4)

Lyapunov exponents for small random perturbations of Hamiltonian systems. ⋮ Limits of random differential equations on manifolds ⋮ Lyapunov exponents of nilpotent Itô systems with random coefficients. ⋮ Averaging of stochastic flows: twist maps and escape from resonance

Cites Work

• Perturbation theory for linear operators.
• Lyapunov exponents of nilpotent ito systems
• Random perturbations of Hamiltonian systems
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