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|Title:||An Averaging Principle For Diffusions In Foliated Spaces|
Ivan I.; Ruffino
|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.|
Rescaled Stochastic Systems
|Editor:||Inst Mathematical Statistics|
|Appears in Collections:||Unicamp - Artigos e Outros Documentos|
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