Second-order differential equations with random perturbations and small parameters

DOI10.1017/S0308210516000354zbMath1372.60081MaRDI QIDQ5354427

Mikhail Kamenskii, Marc Quincampoix, Serge Pergamenchtchikov

Publication date: 4 September 2017

Published in: Proceedings of the Royal Society of Edinburgh: Section A Mathematics (Search for Journal in Brave)

zbMATH Keywords

Brownian motionGreen functionssecond-order differential equationsstochastic averaging methodboundary-value problemsrandom perturbations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60) Averaging method for ordinary differential equations (34C29) Ordinary differential equations and systems with randomness (34F05) Green's functions for ordinary differential equations (34B27) Singular perturbations of ordinary differential equations (34D15) Linear boundary value problems for ordinary differential equations (34B05) Perturbations of PDEs on manifolds; asymptotics (58J37)

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