Averaging along foliated Lévy diffusions

DOI10.1016/j.na.2014.09.006zbMath1301.60067arXiv1405.6305OpenAlexW2111392342MaRDI QIDQ468605

Michael A. Högele, Paulo R. Ruffino

Publication date: 7 November 2014

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6305

zbMATH Keywords

perturbation theorystochastic geometryaveraging principlefoliated spacesLévy diffusions on manifoldsMarcus canonical equationstochastic Hamiltonian

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items

Homogenisation on homogeneous spaces ⋮ Strong averaging along foliated Lévy diffusions with heavy tails on compact leaves ⋮ Degenerate semigroups and stochastic flows of mappings in foliated manifolds ⋮ Hamiltonian systems with Lévy noise: symplecticity, Hamilton's principle and averaging principle ⋮ A Strong Averaging Principle for Lévy Diffusions in Foliated Spaces with Unbounded Leaves

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