On the Neumann problem for PDE's with a small parameter and the corresponding diffusion processes

DOI10.1007/s00440-010-0317-4zbMath1243.35184OpenAlexW2004794772MaRDI QIDQ664345

Mark I. Freidlin, Alexander D. Wentzell

Publication date: 1 March 2012

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-010-0317-4

zbMATH Keywords

averaginginstantaneous co-normal reflectiontwo-dimensional Wiener process

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Boundary value problems for second-order elliptic equations (35J25) Singular perturbations in context of PDEs (35B25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60) Perturbations of PDEs on manifolds; asymptotics (58J37)

Related Items (4)

Dynamics of geodesic flows with random forcing on Lie groups with left-invariant metrics ⋮ On diffusion in narrow random channels ⋮ On Second Order Elliptic Equations with a Small Parameter ⋮ On the long-time behavior of a perturbed conservative system with degeneracy

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