Fast oscillating random perturbations of dynamical systems with conservation laws
type: Item
instance of: scholarly article
title: Fast oscillating random perturbations of dynamical systems with conservation laws
zbMATH Open document ID: 0831.60066
author: A. N. Borodin
author: Mark Freidlin
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1996-01-25T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77519
review text: The authors consider a fast time stochastic perturbation \(X^\varepsilon\) of a system having a conservation law \(H(x)\). They give conditions under which \(H(X^\varepsilon)\) converges to a diffusion process as \(\varepsilon\downarrow 0\).
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 58J65
zbMATH DE Number: 796407
zbMATH Keywords: random perturbations
zbMATH Keywords: conservation laws
zbMATH Keywords: stochastic dynamical systems
zbMATH Keywords: averaging principle
reviewed by: T. C. Gard
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 796407