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Type: Artigo de periódico
Title: An Averaging Principle For Diffusions In Foliated Spaces
Abstract: Consider an SDE on a foliated manifold whose trajectories lay on compact leaves. We investigate the effective behavior of a small transversal perturbation of order e. An average principle is shown to hold such that the component transversal to the leaves converges to the solution of a deterministic ODE, according to the average of the perturbing vector field with respect to invariant measures on the leaves, as ε goes to zero. An estimate of the rate of convergence is given. These results generalize the geometrical scope of previous approaches, including completely integrable stochastic Hamiltonian system. © Institute of Mathematical Statistics, 2016.
Editor: Institute of Mathematical Statistics
Citation: Annals Of Probability. Institute Of Mathematical Statistics, v. 44, p. 567 - 588, 2016.
Rights: aberto
Identifier DOI: 10.1214/14-AOP982
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

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