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Type: Artigo
Title: An Averaging Principle For Diffusions In Foliated Spaces
Author: Gonzales-Gargate
Ivan I.; Ruffino
Paulo R.
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 epsilon. 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 a 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.
Subject: Averaging Principle
Foliated Diffusion
Rescaled Stochastic Systems
Stochastic Flows
Editor: Inst Mathematical Statistics
Rights: aberto
Identifier DOI: 10.1214/14-AOP982
Date Issue: 2016
Appears in Collections:Unicamp - Artigos e Outros Documentos

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