Stochastic Averaging Near a Homoclinic Orbit with Multiplicative Noise

DOI10.1142/S0219493703000759zbMath1049.60026MaRDI QIDQ4474373

Richard B. Sowers

Publication date: 12 July 2004

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

HamiltonianMarkov processesmartingale problemstochastic averagingglueing condition

Mathematics Subject Classification ID

Functional limit theorems; invariance principles (60F17)

Related Items

Stochastic averaging for a Hamiltonian system with skew random perturbations ⋮ STOCHASTIC AVERAGING NEAR LONG HETEROCLINIC ORBITS ⋮ A Perturbation Problem Involving Singular Perturbations of Domains for Hamilton-Jacobi Equations

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