A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side
From MaRDI portal
Publication:4200963
DOI10.1137/1122059zbMath0412.60067OpenAlexW2073654051MaRDI QIDQ4200963
Publication date: 1977
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1122059
Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Limit theorems in probability theory (60F99)
Related Items (20)
On dynamical systems perturbed by a null-recurrent motion: the general case ⋮ A four-thirds law for phase randomization of stochastically perturbed oscillators and related phenomena ⋮ Stochastic Averaging of Dynamical Systems with Multiple Time Scales Forced with $\alpha$-Stable Noise ⋮ Limits of random differential equations on manifolds ⋮ Reduced α-stable dynamics for multiple time scale systems forced with correlated additive and multiplicative Gaussian white noise ⋮ Diffusion approximation for noise-induced evolution of first integrals in multifrequency systems ⋮ Strong diffusion approximation in averaging with dynamical systems fast motions ⋮ Pendulum energy converter excited by random loads ⋮ Stratonovich–Khasminskii averaging principle for multiscale random Korteweg–de Vries-Burgers equation ⋮ Strong diffusion approximation in averaging and value computation in Dynkin's games ⋮ Averaging principle for multiscale nonautonomous random 2D Navier-Stokes system ⋮ Nonconventional limit theorems in averaging ⋮ Phase diagram for turbulent transport: Sampling drift, eddy diffusivity and variational principles ⋮ Stochastic bifurcation ⋮ EVOLUTION OF ADIABATIC INVARIANTS IN STOCHASTIC AVERAGING ⋮ Mathematical models with exact renormalization for turbulent transport. II: Fractal interfaces, non-Gaussian statistics and the sweeping effect ⋮ A stochastic theory of adiabatic invariance ⋮ L2 Diffusion Approximation for Slow Motion in Averaging ⋮ Averaging principles for stochastic 2D Navier-Stokes equations ⋮ Rough homogenisation with fractional dynamics
This page was built for publication: A Limit Theorem for Solutions of Differential Equations with Random Right-Hand Side
